Sparse and Stable Markowitz Portfolios
Year of publication: |
2007-09
|
---|---|
Authors: | Brodie, Joshua ; Daubechies, Ingrid ; De Mol, Christine ; Giannone, Domenico |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Penalized Regression | Portfolio Choice | Sparse Portfolio |
-
Sparse and stable Markowitz portfolios
Brodie, Joshua, (2008)
-
Sparse and stable Markowitz portfolios
Brodie, Joshua, (2008)
-
A hybrid grey MCDM approach for asset allocation: evidence from China's Shanghai Stock Exchange
Mills, Ebenezer Atta, (2020)
- More ...
-
Sparse and stable Markowitz portfolios
Brodie, Joshua, (2008)
-
Sparse and stable Markowitz portfolios
Brodie, Joshua, (2008)
-
Sparse and stable Markowitz portfolios
Brodie, Joshua, (2008)
- More ...