A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (Q3503130)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION |
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A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (English)
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20 May 2008
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portfolio optimization
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maximal predictability portfolio
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mean-variance portfolio
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global optimization
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fractional programming
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0-1 integer programming
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