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~language:"eng"
~person:"Iyengar, Garud"
~person:"Kim, Woo Chang"
~person:"Scozzari, Andrea"
~person:"Tardella, Fabio"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
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Iyengar, Garud
Kim, Woo Chang
Scozzari, Andrea
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Exact and heuristic approaches for the index tracking problem with UCITS constraints
Scozzari, Andrea
;
Tardella, Fabio
;
Paterlini, Sandra
; …
- In:
Operations research models in banking management
,
(pp. 235-250)
.
2013
Persistent link: https://www.econbiz.de/10009739296
Saved in:
2
A new method for mean-variance portfolio optimization with cardinality constraints
Cesarone, Francesco
;
Scozzari, Andrea
;
Tardella, Fabio
- In:
Operations research models in banking management
,
(pp. 213-234)
.
2013
Persistent link: https://www.econbiz.de/10009739297
Saved in:
3
Fast gradient descent method for Mean-CVaR optimization
Iyengar, Garud
;
Ma, Alfred Ka Chun
- In:
Operations research models in banking management
,
(pp. 203-212)
.
2013
Persistent link: https://www.econbiz.de/10009739298
Saved in:
4
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
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