Optimising portfolio diversification and dimensionality
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Publication:2679246
DOI10.1007/s10898-022-01202-7OpenAlexW2973808222MaRDI QIDQ2679246
M. Barkhagen, Jacek Gondzio, Andrew P. Staal, J. Kroeske, Sergio García, Sotirios Sabanis, Jörg Kalcsics
Publication date: 19 January 2023
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.00920
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