Portfolio optimization under correlation constraint
Year of publication: |
2020
|
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Authors: | Maheshwari, Aditya ; Pirvu, Traian A. |
Subject: | portfolio optimization | correlation constraints | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Korrelation | Correlation | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8010015 [DOI] hdl:10419/257970 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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