Portfolio optimization with sparse multivariate modeling (2022)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1057/s41260-022-00280-2
Publication URI: http://dx.doi.org/10.1057/s41260-022-00280-2
Type: Journal Article/Review
Parent Publication: Journal of Asset Management
Issue: 6