Some new efficient mean-variance portfolio selection models
Zhifeng Dai, Jie Kang
| Year of publication: |
2022
|
|---|---|
| Authors: | Dai, Zhifeng ; Kang, Jie |
| Subject: | L1-regularization | Mean-variance portfolio selection | robust optimization | shrinkage method | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2400 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461378