A Krylov subspace approach to large portfolio optimization (Q311020): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Krylov subspace approach to large portfolio optimization |
scientific article |
Statements
A Krylov subspace approach to large portfolio optimization (English)
0 references
28 September 2016
0 references
Krylov subspaces
0 references
singular systems
0 references
algorithm
0 references
sample covariance matrix
0 references
global minimum portfolio
0 references
