Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498): Difference between revisions

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-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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@@ Property / author: Jianqing Fan / rank @@
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+Coherent Measures of Risk
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+Sparse and stable Markowitz portfolios
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+Common risk factors in the returns on stocks and bonds
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+Robust Portfolio Selection Problems
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+A Tale of Two Time Scales
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+Publication:4916498