resampled efficient frontier
3ResampledEfficientFrontier™optimizationgeneralizesMVoptimizationbyallowingtheusertoconditiontheoptimizedportfolioaccordingtothe ...,2023年10月31日—Abstract.ThischapterintroducesResampledEfficientFrontier(REF)optimization,ageneralizationoflinearc...
Comparative Analysis of Mean Variance Efficient Frontier ...
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由ESiswanah著作·2020·被引用2次—Anoptimalstockportfolioformationmethodhasbeendevelopedtoovercomethisproblem,knownastheResampledEfficientFrontier(REF)method.TheREFmethod ...
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