A Krylov subspace approach to large portfolio optimization (Q311020): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 65F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6630507
@@ Property / zbMATH DE Number: 6630507 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Krylov subspaces
@@ Property / zbMATH Keywords: Krylov subspaces / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+singular systems
@@ Property / zbMATH Keywords: singular systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+algorithm
@@ Property / zbMATH Keywords: algorithm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sample covariance matrix
@@ Property / zbMATH Keywords: sample covariance matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global minimum portfolio
@@ Property / zbMATH Keywords: global minimum portfolio / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2012.04.009
+Normal rank
@@ Property / OpenAlex ID @@
+W3124978215
@@ Property / OpenAlex ID: W3124978215 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:311020