A Krylov subspace approach to large portfolio optimization (Q311020): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Krylov subspace approach to large portfolio optimization |
scientific article |
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A Krylov subspace approach to large portfolio optimization (English)
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28 September 2016
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Krylov subspaces
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singular systems
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algorithm
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sample covariance matrix
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global minimum portfolio
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