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"Optimising portfolio diversification and dimensionality."

M. Barkhagen et al. (2023)

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DOI: 10.1007/S10898-022-01202-7

access: open

type: Journal Article

metadata version: 2024-02-05

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  dblp key:
  - journals/jgo/BarkhagenGGKKSS23
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  - https://dblp.org/rec/journals/jgo/BarkhagenGGKKSS23
M. Barkhagen, Sergio García, Jacek Gondzio, Jörg Kalcsics, J. Kroeske, Sotirios Sabanis, A. Staal:
Optimising portfolio diversification and dimensionality. J. Glob. Optim. 85(1): 185-234 (2023)

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