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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