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Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan, Caccioli, Fabio, Kondor, ImreVolume:
2016
Language:
english
Journal:
Journal of Statistical Mechanics: Theory and Experiment
DOI:
10.1088/1742-5468/aa4f9c
Date:
December, 2016
File:
PDF, 800 KB
english, 2016