Sparse Weighted-Norm Minimum Variance Portfolios (Q4555586)
From MaRDI portal
scientific article; zbMATH DE number 6981885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Weighted-Norm Minimum Variance Portfolios |
scientific article; zbMATH DE number 6981885 |
Statements
Sparse Weighted-Norm Minimum Variance Portfolios (English)
0 references
20 November 2018
0 references
minimum variance portfolios
0 references
portfolio weights
0 references
out-of-sample performances
0 references
