Mean-VaR portfolio selection based on a particle swarm optimization algorithm (Q2858906)
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scientific article; zbMATH DE number 6230026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-VaR portfolio selection based on a particle swarm optimization algorithm |
scientific article; zbMATH DE number 6230026 |
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19 November 2013
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limited short selling
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transaction cost
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particle swarm optimization
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portfolio
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Mean-VaR portfolio selection based on a particle swarm optimization algorithm (English)
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