Sparse portfolio rebalancing model based on inverse optimization (Q5746700)
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scientific article; zbMATH DE number 6256392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse portfolio rebalancing model based on inverse optimization |
scientific article; zbMATH DE number 6256392 |
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Sparse portfolio rebalancing model based on inverse optimization (English)
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7 February 2014
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portfolio rebalancing
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sparse
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inverse optimization
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second-order cone program
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