Work

Regularization of Portfolio Allocation

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2767358

Authors: Benjamin Bruder, Nicolas Gaussel, Jean-Charles Richard, Thierry Roncalli

Institutions: Institut des sciences juridique et philosophique de la Sorbonne, Université Paris 1 Panthéon-Sorbonne, Université d'Évry Val-d'Essonne

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2336635602

Cites: 38

Cited by: 36

Related to: 10