Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in multi-factor portfolios: what is the best strategy? |
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Risk minimization in multi-factor portfolios: what is the best strategy? (English)
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12 November 2018
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risk factors
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minimum risk portfolio
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regularization
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portfolio optimization
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transaction cost
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