Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391): Difference between revisions

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+Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact
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+.1111/MAFI.12383
@@ Property / DOI: 10.1111/MAFI.12383 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:6178391