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Version vom 15. August 2009, 17:01 Uhr
Efficient implementation of an active set algorithm for large-scale portfolio selection
Efficient implementation of an active set algorithm for large-scale portfolio selection
Veröffentlicht: 2008
Journal: Computers and Operations Research
Nummer: 12
Seiten: 3945-3961
Verlag: Elsevier
Volume: 35
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