An efficient DC programming approach for portfolio decision with higher moments (Q409263)

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scientific article; zbMATH DE number 6023474
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An efficient DC programming approach for portfolio decision with higher moments
scientific article; zbMATH DE number 6023474

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    An efficient DC programming approach for portfolio decision with higher moments (English)
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    12 April 2012
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    DC programming
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    DCA
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    polynomial optimization
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    higher moment portfolio
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