Construction, management, and performance of sparse Markowitz portfolios (Q905387): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:44, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Construction, management, and performance of sparse Markowitz portfolios |
scientific article |
Statements
Construction, management, and performance of sparse Markowitz portfolios (English)
0 references
19 January 2016
0 references
Markowitz portfolios
0 references
penalized regression
0 references
portfolio selection
0 references
portfolio management
0 references
sparsity
0 references
Sharpe ratio
0 references