A Krylov subspace approach to large portfolio optimization
| Year of publication: |
2012
|
|---|---|
| Authors: | Bajeux-Besnainou, Isabelle ; Bandara, Wachindra ; Bura, Efstathia |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 11, p. 1688-1700
|