An optimization–diversification approach to portfolio selection
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DOI: 10.1007/s10898-019-00809-7
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- Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio, 2020. "On the stability of portfolio selection models," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 210-234.
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Keywords
Portfolio optimization; Risk diversification; Risk Parity; Pseudo-Boolean optimization;All these keywords.
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