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    Comparative issues in large-scale mean-variance efficient frontier computation

    13 years 10 days ago
    Comparative issues in large-scale mean-variance efficient frontier computation
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    Ralph E. Steuer, Yue Qi, Markus Hirschberger
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    Added 14 May 2011
    Updated 14 May 2011
    Type Journal
    Year 2011
    Where DSS
    Authors Ralph E. Steuer, Yue Qi, Markus Hirschberger
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