Sparse precision matrices for minimum variance portfolios
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Publication:2320464
DOI10.1007/s10287-019-00344-6OpenAlexW2614003136MaRDI QIDQ2320464
Rosella Giacometti, Gabriele Torri, Sandra Paterlini
Publication date: 23 August 2019
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10446/116628
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