Robust Portfolio Risk Minimization Using the Graphical Lasso
Attributed to:
Joining the dots: from data to insight
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/978-3-319-70096-0_88
Publication URI: http://dx.doi.org/10.1007/978-3-319-70096-0_88
Type: Book Chapter
Book Title: Neural Information Processing (2017)
Page Reference: 863-872
ISSN: 2662-2041