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Bian, Zhicun
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Liao, Yin
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O'Neill, Michael
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O'Neill, Michael J.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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Fund Volatility Index using equity market state prices
O'Neill, Michael J.
;
Liu, Zhangxin
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 837-853
Persistent link: https://www.econbiz.de/10011798964
Saved in:
2
Large-scale minimum variance portfolio allocation using double regularization
Bian, Zhicun
;
Liao, Yin
;
O'Neill, Michael
;
Shi, Jing
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012503240
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