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"Portfolio Cuts: A Graph-Theoretic Framework to Diversification."
Bruno Scalzo Dees et al. (2020)
- Bruno Scalzo Dees, Ljubisa Stankovic, Anthony G. Constantinides, Danilo P. Mandic:
Portfolio Cuts: A Graph-Theoretic Framework to Diversification. ICASSP 2020: 8454-8458
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