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Iddo Eliazar
affiliation not provided to SSRN
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1.
Portfolio Risk and the Quantum Majorization of Correlation Matrices
Number of pages: 22
Posted: 12 Jan 2019
Last Revised: 10 Feb 2020
Andrea Fontanari
, Iddo Eliazar,
Pasquale Cirillo
and
Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM),
affiliation not provided to SSRN
, ZHAW School of Management and Law and Utrecht University - Faculty of Science
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Abstract:
quantum majorization, portfolio risk, risk measures, order
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