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Benchmark tracking 1 Benchmarking 1 Diversification 1 Diversifikation 1 Entropie 1 Entropy 1 Mathematical programming 1 Mathematische Optimierung 1 Maximum entropy in mean for linear programming problems 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Risk controlled optimal portfolio 1 Theorie 1 Theory 1 Well diversified portfolio 1
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English 1
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Arratia, Argimiro 1 Gzyl, Henryk 1 Mayoral, Silvia 1
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Computational economics 1
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How to keep your portfolio close in risk and diversification to a desired benchmark
Arratia, Argimiro; Gzyl, Henryk; Mayoral, Silvia - In: Computational economics 64 (2024) 3, pp. 1489-1505
Persistent link: https://www.econbiz.de/10015143936
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