A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory
Authors:
- Claudia FassinoCFClaudia Fassino
- Maria-Laura TorrenteMTMaria-Laura Torrente
- Pierpaolo UbertiPUPierpaolo Uberti
- 12 October 2022
- journal article
- research article
- Published by Elsevier in Chaos, Solitons & Fractals
- Vol. 165
Abstract
No abstract availableKeywords
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