Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk minimization in multi-factor portfolios: what is the best strategy? |
scientific article; zbMATH DE number 6976242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in multi-factor portfolios: what is the best strategy? |
scientific article; zbMATH DE number 6976242 |
Statements
Risk minimization in multi-factor portfolios: what is the best strategy? (English)
0 references
12 November 2018
0 references
risk factors
0 references
minimum risk portfolio
0 references
regularization
0 references
portfolio optimization
0 references
transaction cost
0 references
0 references
0.83960366
0 references
0.8258332
0 references
0.81092304
0 references
0.79723215
0 references
0 references
0.79029727
0 references
