Work

Optimal Portfolio Selection using Regularization

Year: 2010

Type: article

Author: Marine Carrasco

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2185437881

FWCI: 1.712

Cites: 47

Cited by: 39

Related to: 10