Portfolio optimization by a bivariate functional of the mean and variance (Q2178898)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization by a bivariate functional of the mean and variance |
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Portfolio optimization by a bivariate functional of the mean and variance (English)
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11 May 2020
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optimal portfolio selection
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expected utility maximization
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two-moment decision models
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concave fractional programming
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Sharpe ratio
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elliptically distributed returns
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