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Norm constrained minimum variance portfolios with short selling

Published Online: 2023-02-10

Published Print: 2023-12

Authors

Dhingra, Vrinda

Gupta, Shiv Kumar https://orcid.org/0000-0003-2613-6806
Sharma, Amita
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Text and Data Mining valid from 2023-02-10

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Article History

Received: 11 April 2022

Accepted: 27 December 2022

First Online: 10 February 2023

Declarations

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: The authors also have no competing interests to declare that are relevant to the content of this paper.

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