Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification (Q6441085)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification |
preprint article from arXiv |
Statements
21 June 2023
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q-fin.PM
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math.OC
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Cassidy K. Buhler
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Hande Y. Benson
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