A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization.
| Autor: | ZHAO-RONG LAI1, HAISHENG YANG2 |
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| Zdroj: | ACM Computing Surveys. Mar2023, Vol. 55 Issue 2, p1-36. 36p. |
| Databáze: | Business Source Ultimate |
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