An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal trade-off model for portfolio selection with sensitivity of parameters |
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An optimal trade-off model for portfolio selection with sensitivity of parameters (English)
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12 June 2017
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mean-variance model
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accelerated gradient algorithm
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sensitivity of parameters
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quadratic programming problem
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portfolio selection
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