"Sparse simplex projections for portfolio optimization."

Anastasios Kyrillidis et al. (2013)

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DOI: 10.1109/GLOBALSIP.2013.6737104

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type: Conference or Workshop Paper

metadata version: 2024-02-05

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Anastasios Kyrillidis, Stephen Becker, Volkan Cevher, Christoph Koch:
Sparse simplex projections for portfolio optimization. GlobalSIP 2013: 1141

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