Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization
type: Item
instance of: scholarly article
title: Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization
zbMATH Open document ID: 1376.91099
DOI: 10.1007/978-3-319-42902-1_72
author: Jan Natolski
author: Ralf Werner
published in: Operations Research Proceedings
publication date: 2017-12-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6814424
MaRDI profile type: Publication
full work available at URL: 978-3-319-42902-1 72
OpenAlex ID: W2594478407
description: scientific article; zbMATH DE number 6814424