Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (Q6591682)
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scientific article; zbMATH DE number 7900475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints |
scientific article; zbMATH DE number 7900475 |
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Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (English)
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22 August 2024
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index tracking
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robust portfolios
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stock selection
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capital allocation
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