Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection (Q5325905)
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scientific article; zbMATH DE number 6192995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection |
scientific article; zbMATH DE number 6192995 |
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Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection (English)
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31 July 2013
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divergence
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Bregman matrix
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portfolio selection
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risk premia
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mean-variance model
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certainty equivalent
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