Sparse Weighted-Norm Minimum Variance Portfolios (Q4555586)
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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)
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20 November 2018
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minimum variance portfolios
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portfolio weights
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out-of-sample performances
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