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Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem.

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Title: Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem.
Authors: Belles-Sampera, Jaume1 (AUTHOR) belles.sampera@ub.edu, Guillen, Montserrat1 (AUTHOR), Santolino, Miguel1 (AUTHOR) msantolino@ub.edu
Source: Mathematics (2227-7390). 9/15/2023, Vol. 11 Issue 18, p3846. 17p.
Database: Academic Search Ultimate
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  Data: Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem.
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+%282227-7390%29%22">Mathematics (2227-7390)</searchLink>. 9/15/2023, Vol. 11 Issue 18, p3846. 17p.
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        Value: 10.3390/math11183846
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 3846
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      – TitleFull: Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem.
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            NameFull: Belles-Sampera, Jaume
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              Text: 9/15/2023
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              Y: 2023
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