Sparse Mean-Variance Portfolios: A Penalized Utility Approach
نویسندگان
چکیده
منابع مشابه
Efficient Cardinality/Mean-Variance Portfolios
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2729504