Divergent estimation error in portfolio optimization and in linear regression
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Publication:978608
DOI10.1140/epjb/e2008-00060-xzbMath1189.91194arXiv0710.1855MaRDI QIDQ978608
I. Varga-Haszonits, Imre Kondor
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.1855
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