Regularizing portfolio optimization

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Publication:5131405

DOI10.1088/1367-2630/12/7/075034zbMath1445.91059arXiv0911.1694OpenAlexW3102938774MaRDI QIDQ5131405

Imre Kondor, Susanne Still

Publication date: 7 November 2020

Published in: New Journal of Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1694




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