A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market |
scientific article |
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A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (English)
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11 June 2008
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