Robust portfolio optimization: a conic programming approach (Q453610)
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scientific article; zbMATH DE number 6087668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization: a conic programming approach |
scientific article; zbMATH DE number 6087668 |
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Robust portfolio optimization: a conic programming approach (English)
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27 September 2012
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mean variance optimization
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robust optimization
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conic programming
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0.9248738
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0.9192013
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0.91286105
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0.9072774
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0.90310925
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0.9030069
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