Sparse precision matrices for minimum variance portfolios

  • Main
  • 2019 / 2
  • Sparse precision matrices for minimum variance portfolios

Sparse precision matrices for minimum variance portfolios

Torri, Gabriele, Giacometti, Rosella, Paterlini, Sandra
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Computational Management Science
DOI:
10.1007/s10287-019-00344-6
Date:
February, 2019
File:
PDF, 489 KB
english, 2019
Conversion to is in progress
Conversion to is failed