An Iterative Approach to Ill-Conditioned Optimal Portfolio...

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An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection

Gulliksson, Mårten, Mazur, Stepan
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Journal:
Computational Economics
DOI:
10.1007/s10614-019-09943-6
Date:
November, 2019
File:
PDF, 1.02 MB
2019
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