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Computation of mean-semivariance efficient sets by the Critical Line Algorithm

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References

1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited

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2021

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LSTM-based Deep Learning Model for Stock Prediction and Predictive Optimization Model

64 cited

2013The benefits of differential variance-based constraints in portfolio optimization64 cited

2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations63 cited