Analytic solution to variance optimization with no short positions
Kondor, Imre, Papp, Gábor, Caccioli, FabioVolume:
2017
Language:
english
Journal:
Journal of Statistical Mechanics: Theory and Experiment
DOI:
10.1088/1742-5468/aa9684
Date:
December, 2017
File:
PDF, 1.10 MB
english, 2017