Lp Regularized Portfolio Optimization
Year of publication: |
2014
|
---|---|
Authors: | Caccioli, Fabio |
Other Persons: | Kondor, Imre (contributor) ; Marsili, Matteo (contributor) ; Still, Susanne (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2425326 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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