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Analytic approach to variance optimization under an ℓ₁ constraint

Imre Kondor, Gábor Papp and Fabio Caccioli

Eur. Phys. J. B, 92 1 (2019) 8

Published online: 14 January 2019

DOI: 10.1140/epjb/e2018-90456-2

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