A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY (Q3580214)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY |
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A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY (English)
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11 August 2010
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maximal predictability portfolio
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factor model
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nonconvex minimization problem
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fractional programming
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absolute deviation
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0-1 integer programming
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