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Adaptive algorithms for maximizing overall stock return - MaRDI portal

Adaptive algorithms for maximizing overall stock return (Q604682)

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scientific article; zbMATH DE number 5815437
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English
Adaptive algorithms for maximizing overall stock return
scientific article; zbMATH DE number 5815437

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    Adaptive algorithms for maximizing overall stock return (English)
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    12 November 2010
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    adaptive portfolio optimization
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    optimal allocation
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    proper orthogonal decomposition
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