Sparse and stable Markowitz portfolios
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Publication:3069222
DOI10.1073/pnas.0904287106zbMath1203.91271arXiv0708.0046OpenAlexW2105630053WikidataQ37282512 ScholiaQ37282512MaRDI QIDQ3069222
Domenico Giannone, Ingrid Daubechies, Ignace Loris, Christine De Mol, Joshua Brodie
Publication date: 24 January 2011
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.0046
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