Sparse Weighted-Norm Minimum Variance Portfolios (Q4555586): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/rof/rfv024 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2339561069 / rank | |||
Normal rank | |||
Latest revision as of 01:06, 20 March 2024
scientific article; zbMATH DE number 6981885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Weighted-Norm Minimum Variance Portfolios |
scientific article; zbMATH DE number 6981885 |
Statements
Sparse Weighted-Norm Minimum Variance Portfolios (English)
0 references
20 November 2018
0 references
minimum variance portfolios
0 references
portfolio weights
0 references
out-of-sample performances
0 references
