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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian; Challet, Damien - In: The European journal of finance 28 (2022) 13/15, pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
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Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio; Still, Susanne; Marsili, Matteo; … - In: The European journal of finance 19 (2013) 5/6, pp. 554-571
Persistent link: https://www.econbiz.de/10010243596
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Epidemics of rules, rational negligence and market crashes
Anand, Kartik; Kirman, Alan P.; Marsili, Matteo - In: The European journal of finance 19 (2013) 5/6, pp. 438-447
Persistent link: https://www.econbiz.de/10010243604
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Epidemics of rules, rational negligence and market crashes
Anand, Kartik; Kirman, Alan; Marsili, Matteo - In: The European journal of finance 19 (2013) 5, pp. 438-447
Persistent link: https://www.econbiz.de/10010122639
Cover Image
Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio; Still, Susanne; Marsili, Matteo; … - In: The European journal of finance 19 (2013) 6, pp. 554-571
Persistent link: https://www.econbiz.de/10010122867