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scientific article; zbMATH DE number 6135919
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scientific article; zbMATH DE number 6135919

    Statements

    author
    Chun-Fu Jiang
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    Hong-Yi Peng
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    publication date
    13 February 2013
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    zbMATH Keywords
    portfolio
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    efficient subset
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    singular covariance matrix
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    mean-variance spanning
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    Identifiers

    zbMATH DE Number
    6135919
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