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CISS
2008
IEEE
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Information Technology
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CISS 2008
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Portfolio diversification using subspace factorizations
15 years 5 months ago
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mathsci.ucd.ie
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
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