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Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance
optimization / statisticsResource overview

Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance

Paper2026

by David Reinhardt

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optimizationstatistics

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Suggested foundations for probability and statistical reasoning and optimisation and numerical methods. Specialist prerequisites vary by paper.

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