Replica approach to mean-variance portfolio optimization
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Publication:3302503
DOI10.1088/1742-5468/aa4f9czbMath1456.91118arXiv1606.08679OpenAlexW3106343561MaRDI QIDQ3302503
I. Varga-Haszonits, Imre Kondor, Fabio Caccioli
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.08679
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