scientific article
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Publication:3007489
zbMath1214.91105MaRDI QIDQ3007489
Konstantinos Kiriakopoulos, Dimitrios Pappas, George Kaimakamis
Publication date: 16 June 2011
Full work available at URL: http://www.m-hikari.com/imf-2010/45-48-2010/index.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
covariance matrixill-conditioned matrixportfolio selectionMoore-Penrose inverse matrixoptimal portfolio positions
Numerical methods (including Monte Carlo methods) (91G60) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Portfolio theory (91G10)
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