No label defined (Q4984120)
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scientific article; zbMATH DE number 7338636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7338636 |
Statements
26 April 2021
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uncertainty modeling
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weight norm constraints
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\(p\)-norm transaction costs
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minimum-variance portfolio optimization model
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pivoting algorithm
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0.9383712
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0.9152653
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0.90989804
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0.90682155
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0.90596455
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0.9031002
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0.90247583
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0.8935909
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