Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146)
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scientific article; zbMATH DE number 7864994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices |
scientific article; zbMATH DE number 7864994 |
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Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (English)
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14 June 2024
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portfolio optimization
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efficient frontiers
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closest correlation matrices
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Buyin thresholds
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cardinality constraints
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