A Krylov subspace approach to large portfolio optimization (Q311020)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Krylov subspace approach to large portfolio optimization |
scientific article; zbMATH DE number 6630507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Krylov subspace approach to large portfolio optimization |
scientific article; zbMATH DE number 6630507 |
Statements
A Krylov subspace approach to large portfolio optimization (English)
0 references
28 September 2016
0 references
Krylov subspaces
0 references
singular systems
0 references
algorithm
0 references
sample covariance matrix
0 references
global minimum portfolio
0 references
0 references
0 references
