Sparse and stable Markowitz portfolios (Q3069222): Difference between revisions
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Revision as of 10:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse and stable Markowitz portfolios |
scientific article |
Statements
Sparse and stable Markowitz portfolios (English)
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24 January 2011
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penalized regression
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portfolio choice
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sparsity
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