Robust Portfolio Risk Minimization Using the Graphical Lasso

First Author: Millington T
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