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On the Supposed Evidence for Libertarian Paternalism.Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.Vast Portfolio Selection with Gross-exposure Constraints().Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle.Risks of Large Portfolios.THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS
P2860
description
article científic
@ca
article scientifique
@fr
articolo scientifico
@it
artigo científico
@pt
bilimsel makale
@tr
scientific article published on 15 July 2009
@en
vedecký článok
@sk
vetenskaplig artikel
@sv
videnskabelig artikel
@da
vědecký článek
@cs
name
Sparse and stable Markowitz portfolios.
@en
Sparse and stable Markowitz portfolios.
@nl
type
label
Sparse and stable Markowitz portfolios.
@en
Sparse and stable Markowitz portfolios.
@nl
prefLabel
Sparse and stable Markowitz portfolios.
@en
Sparse and stable Markowitz portfolios.
@nl
P2093
P356
P1476
Sparse and stable Markowitz portfolios.
@en
P2093
Christine De Mol
Domenico Giannone
Ignace Loris
Joshua Brodie
P304
12267-12272
P356
10.1073/PNAS.0904287106
P407
P577
2009-07-15T00:00:00Z