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Nested Clustered Optimization Is One End of a Schur Bridge, and the Interior Is Sometimes Provably Better

Cotton, Peter
arXiv (All) · Papers · License: Open Access
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mathematical-financeoptimization-and-controlportfolio-management
mathematical finance, optimization and control, portfolio management, 91g10, 62h12, g.1.6; g.3; j.4
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