A Portfolio Optimization Approach with a Large Number of Assets: Applications to the US and Korean Stock Markets
Lee, Miyoung, Kim, Jihun, Oh, SekyungVolume:
47
Language:
english
Journal:
Asia-Pacific Journal of Financial Studies
DOI:
10.1111/ajfs.12233
Date:
October, 2018
File:
PDF, 285 KB
english, 2018