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20242026
most citedOptimal Portfolio Choice with Cross-Impact Propagators

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math.FA2025

The Mercer-Young Theorem for Matrix-Valued Kernels on Separable Metric Spaces

Eyal Neuman, Sturmius Tuschmann

We generalize the characterization theorem going back to Mercer and Young, which states that a symmetric and continuous kernel is positive definite if and only if it is integrally…