Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization (Q4596248)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6814424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization |
scientific article; zbMATH DE number 6814424 |
Statements
Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization (English)
0 references
1 December 2017
0 references
0.822786808013916
0 references
0.8207063674926758
0 references
0.8187230825424194
0 references
0.8076567053794861
0 references
0.7717876434326172
0 references
