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  • Search: subject:"Markowitz mean-variance portfolio optimization"
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Markowitz mean-variance portfolio optimization 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 asymptotic consistency 1 sparsity 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Huang, Zhenzhong 1 Liu, Xiaoyue 1 Song, Biwei 1 Zhang, Zhen 1
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International journal of theoretical and applied finance : IJTAF 1
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A linear-programming portfolio optimizer to mean-variance optimization
Liu, Xiaoyue; Huang, Zhenzhong; Song, Biwei; Zhang, Zhen - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-23
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