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

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+The principle of minimized iterations in the solution of the matrix eigenvalue problem
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Krylov methods for solving models with forward-looking variables
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+Q5689624
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+Breakdown-free GMRES for Singular Systems
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+GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
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+Recent computational developments in Krylov subspace methods for linear systems
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+Some results about GMRES in the singular case
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+Q3237829
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+Cluster analysis for portfolio optimization
@@ Property / cites work: Cluster analysis for portfolio optimization / rank @@
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+Publication:311020