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Randomized portfolio selection, with constraints
Jiang Xie, Simai He,
Shuzhong Zhang
Industrial and Systems Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
18
Scopus citations
Overview
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Keyphrases
Side Constraints
100%
Portfolio Optimization
100%
Approximate Solution
66%
Numerical Experiments
33%
Mean-variance Model
33%
Investment Model
33%
Mean-variance Portfolio Selection
33%
Exact Optimal Solution
33%
Combinatorial Structure
33%
Mathematics
Mean-Variance
100%
Combinatorial Structure
50%
Numerical Experiment
50%
Approximate Solution
50%
Good Approximation
50%
Computer Science
Side Constraint
100%
Variance Portfolio
33%
Approximate Solution
33%
Good Approximation
33%
Economics, Econometrics and Finance
Portfolio Selection
100%
Investors
50%