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  A Krylov subspace approach to large portfolio optimization
 
 
Title: A Krylov subspace approach to large portfolio optimization
Author: Bajeux-Besnainou, Isabelle
Bandara, Wachindra
Bura, Efstathia
Appeared in: Journal of economic dynamics and control
Paging: Volume 36 (2012) nr. 11 pages 12 p.
Year: 2012
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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