High dimensional mean–variance optimization through factor analysis
نویسندگان
چکیده
منابع مشابه
High dimensional mean-variance optimization through factor analysis
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.09.006