Solving Large Scale Mean-Variance Models with Dense Non-Factorable Covariance Matrices
| Year of publication: |
2001
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|---|---|
| Authors: | Kawadai, Naoya ; Konno, Hiroshi |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 44.2001, 3, p. 251-279
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