11

Replica Approach for Minimal Investment Risk with Cost

Year:
2018
Language:
english
File:
PDF, 495 KB
english, 2018
13

Validation of the replica trick for simple models

Year:
2018
Language:
english
File:
PDF, 970 KB
english, 2018
20

Replica Analysis for Portfolio Optimization with Single-Factor Model

Year:
2017
Language:
english
File:
PDF, 133 KB
english, 2017