A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965)
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scientific article; zbMATH DE number 7546480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combinatorial optimization approach to scenario filtering in portfolio selection |
scientific article; zbMATH DE number 7546480 |
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A combinatorial optimization approach to scenario filtering in portfolio selection (English)
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22 June 2022
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mean-variance optimization
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portfolio selection
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filtering methods
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mixed integer quadratic programming
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