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~person:"Blake, David"
~person:"Li, Duan"
~person:"Maurer, Raimond"
~person:"Zhou, Guofu"
~subject:"Mathematical programming"
~subject:"Theorie"
~type_genre:"Conference paper"
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
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