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

@@ Property / DOI @@
-.1016/j.jedc.2012.04.009
@@ Property / DOI: 10.1016/j.jedc.2012.04.009 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 65F10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
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@@ Property / zbMATH DE Number @@
+6630507
@@ Property / zbMATH DE Number: 6630507 / rank @@
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@@ Property / zbMATH Keywords @@
+Krylov subspaces
@@ Property / zbMATH Keywords: Krylov subspaces / rank @@
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@@ Property / zbMATH Keywords @@
+singular systems
@@ Property / zbMATH Keywords: singular systems / rank @@
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@@ Property / zbMATH Keywords @@
+algorithm
@@ Property / zbMATH Keywords: algorithm / rank @@
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@@ Property / zbMATH Keywords @@
+sample covariance matrix
@@ Property / zbMATH Keywords: sample covariance matrix / rank @@
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@@ Property / zbMATH Keywords @@
+global minimum portfolio
@@ Property / zbMATH Keywords: global minimum portfolio / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2012.04.009
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@@ Property / OpenAlex ID @@
+W3124978215
@@ Property / OpenAlex ID: W3124978215 / rank @@
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@@ Property / cites work @@
+The principle of minimized iterations in the solution of the matrix eigenvalue problem
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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@@ Property / cites work @@
+Krylov methods for solving models with forward-looking variables
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@@ Property / cites work @@
+Flexible shrinkage in portfolio selection
@@ Property / cites work: Flexible shrinkage in portfolio selection / rank @@
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@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+Breakdown-free GMRES for Singular Systems
@@ Property / cites work: Breakdown-free GMRES for Singular Systems / rank @@
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@@ Property / cites work @@
+Q2768030
@@ Property / cites work: Q2768030 / rank @@
+Normal rank
@@ Property / cites work @@
+GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
+Normal rank
@@ Property / cites work @@
+Recent computational developments in Krylov subspace methods for linear systems
+Normal rank
@@ Property / cites work @@
+Some results about GMRES in the singular case
@@ Property / cites work: Some results about GMRES in the singular case / rank @@
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@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / cites work @@
+Cluster analysis for portfolio optimization
@@ Property / cites work: Cluster analysis for portfolio optimization / rank @@
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@@ Property / DOI @@
+.1016/J.JEDC.2012.04.009
@@ Property / DOI: 10.1016/J.JEDC.2012.04.009 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:311020