A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836)

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A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection
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    A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (English)
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    1988
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    large scale mean-variance portfolio selection
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    nonparametric description of stochastic processes
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    frequency domain
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    network model
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