Asset allocation under predictability and parameter uncertainty using LASSO
Crossref DOI link: https://doi.org/10.1007/s10287-020-00367-4
Published Online: 2020-06-05
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rigamonti, Andrea https://orcid.org/0000-0003-3327-019X
Weissensteiner, Alex
Text and Data Mining valid from 2020-06-01
Version of Record valid from 2020-06-01
Article History
Received: 18 October 2019
Accepted: 10 April 2020
First Online: 5 June 2020