Application of portfolio optimization to achieve persistent time series (Q6536851)
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scientific article; zbMATH DE number 7846607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of portfolio optimization to achieve persistent time series |
scientific article; zbMATH DE number 7846607 |
Statements
Application of portfolio optimization to achieve persistent time series (English)
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14 May 2024
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portfolio optimization
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Hurst exponent
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signal-to-noise ratio
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SOCP
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QP
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geometric Brownian motion
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