Construction, management, and performance of sparse Markowitz portfolios
Work
Year: 2013
Type: article
Authors Julie Henriques, Juan‐Pablo Ortega
Institutions Université de franche-comté, Laboratoire de Mathématiques
Cites: 20
Cited by: 5
Related to: 10
FWCI: 0.988
Citation percentile (by year/subfield): 79.12
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed