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Update LITERATURE.md
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@microprediction
microprediction authored Oct 9, 2024
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Expand Up @@ -7,6 +7,12 @@ In no particular order. The scope is robust diversified portfolios and things th
Or file an [issue](https://github.com/microprediction/precise/issues).


## Hierarchical Matrices: Algorithms and Analysis (Book as pdf) [via](https://www.researchgate.net/publication/267664110_Hierarchical_Matrices_Algorithms_and_Analysis)
Wolfgang Hackbusch




## Constrained Max Drawdown [pdf](https://arxiv.org/pdf/2401.02601)
Albert Dorador

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