Sparse Precision Matrices for Minimum Variance Portfolios
Year of publication: |
2018
|
---|---|
Authors: | Torri, Gabriele |
Other Persons: | Giacometti, Rosella (contributor) ; Paterlini, Sandra (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 6, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2965092 [DOI] |
Classification: | G11 - Portfolio Choice ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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