Sparse precision matrices for minimum variance portfolios
Crossref DOI link: https://doi.org/10.1007/s10287-019-00344-6
Published Online: 2019-02-04
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Torri, Gabriele
Giacometti, Rosella http://orcid.org/0000-0002-9761-3529
Paterlini, Sandra
Text and Data Mining valid from 2019-02-04
Article History
Received: 8 May 2017
Accepted: 4 January 2019
First Online: 4 February 2019