Sparse and Stable Markowitz Portfolios
Year of publication: |
[2008]
|
---|---|
Authors: | Brodie, Joshua |
Other Persons: | Daubechies, Ingrid (contributor) ; De Mol, Christine (contributor) ; Giannone, Domenico (contributor) ; Loris, Ignace (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | ECB Working Paper ; No. 936 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1258442 [DOI] |
Classification: | G11 - Portfolio Choice ; C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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