Analytic approach to variance optimization under an $\ell_1$ constraint (2017)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1709.08755
Publication URI: https://arxiv.org/abs/1709.08755
Type: Journal Article/Review
Parent Publication: arXiv e-prints