Portfolio Optimization with Pareto-Dirichlet Method
The article presents a new portfolio optimization method, the Pareto–Dirichlet approach, which surpasses other methods in speed and precision.
Featured in No. 44 on 10 Apr 2024 · on release day
- Released
- 10 Apr 2024
- First featured
- No. 44 · 10 Apr 2024
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- Identifier
- RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-023-05507-y
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