Constructing Optimal Sparse Portfolios Using Regularization Methods
Year of publication: |
2014
|
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Authors: | Fastrich, Bjoern |
Other Persons: | Paterlini, Sandra (contributor) ; Winker, Peter (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2169062 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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