On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance
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Publication:3392044
DOI10.1287/opre.1060.0334zbMath1167.91376OpenAlexW2152866229MaRDI QIDQ3392044
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1060.0334
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