Portfolio optimization with sparse multivariate modeling (2022)

First Author: Procacci P

Attributed to: Systemic Risk Centre funded by ESRC

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