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Stabilität von Diversifikationseffekten im Markowitz-Modell.

Nicolai BissantzVerena SteinorthDaniel Ziggel
Published in: AStA Wirtschafts und Sozialstatistisches Arch. (2011)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • special case
  • databases
  • fuzzy numbers
  • data mining
  • machine learning
  • metadata
  • similarity measure
  • support vector
  • high dimensional
  • long term
  • cost function
  • case based reasoning