Large-scale minimum variance portfolio allocation using...

Journal of Economic Dynamics and Control 2020 / 07 Vol. 116

Large-scale minimum variance portfolio allocation using double regularization

Bian, Zhicun, Liao, Yin, O’Neill, Michael, Shi, Jing, Zhang, Xueyong
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?
Volume:
116
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2020.103939
Date:
July, 2020
File:
PDF, 697 KB
2020
Conversion to is in progress
Conversion to is failed