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

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Bibliographic Details
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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ISSN:22277390
DOI:10.3390/math11183846