A Krylov subspace approach to large portfolio optimization
| Autor: | Bajeux-Besnainou, Isabelle, Bandara, Wachindra, Bura, Efstathia |
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| Zdroj: | In Journal of Economic Dynamics and Control November 2012 36(11):1688-1699 |
| Databáze: | ScienceDirect |
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