A maximal predictability portfolio using absolute deviation reformulation (Q2655748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximal predictability portfolio using absolute deviation reformulation |
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A maximal predictability portfolio using absolute deviation reformulation (English)
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26 January 2010
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portfolio optimization
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maximal predictability portfolio
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absolute deviation
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fractional programming
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0--1 mixed integer programming
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