A Robust Latent Factor Model for High-Dimensional Portfolio Selection
Year of publication: |
[2023]
|
---|---|
Authors: | Shu, Lianjie ; Shi, Fangquan ; Gu, Xinhua |
Publisher: |
[S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Robustes Verfahren | Robust statistics | Faktorenanalyse | Factor analysis |
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