Rank reduction of correlation matrices by majorization (Q4610275)
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scientific article; zbMATH DE number 7002165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank reduction of correlation matrices by majorization |
scientific article; zbMATH DE number 7002165 |
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Rank reduction of correlation matrices by majorization (English)
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15 January 2019
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rank
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correlation matrix
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majorization
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lognormal price processes
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