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An interior point algorithm for large scale portfolio optimization

✍ Scribed by Hitoshi Takehara

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Interior Point Algorithm for Large-Sc

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✍ C. Durazzi; V. Ruggiero 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 German ⚖ 909 KB

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✍ K. Krabbenhoft; A. V. Lyamin; S. W. Sloan; P. Wriggers 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 645 KB