Sparse precision matrices for minimum variance portfolios (Q2320464)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse precision matrices for minimum variance portfolios |
scientific article |
Statements
Sparse precision matrices for minimum variance portfolios (English)
0 references
23 August 2019
0 references
minimum variance
0 references
precision matrix
0 references
graphical Lasso
0 references
tlasso
0 references
0 references
0 references
0 references
