Analytic approach to variance optimization under an l1 constraint (2019)

First Author: Kondor I

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1140/epjb/e2018-90456-2

Publication URI: http://dx.doi.org/10.1140/epjb/e2018-90456-2

Type: Journal Article/Review

Parent Publication: The European Physical Journal B

Issue: 1