Optimizing sparse mean reverting portfolios (Q5420712)
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scientific article; zbMATH DE number 6304168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing sparse mean reverting portfolios |
scientific article; zbMATH DE number 6304168 |
Statements
Optimizing sparse mean reverting portfolios (English)
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13 June 2014
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