Sparse graphical modelling for global minimum variance portfolio
Crossref DOI link: https://doi.org/10.1007/s10287-025-00535-4
Published Online: 2025-06-22
Published Print: 2025-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Riccobello, Riccardo
Bonaccolto, Giovanni
Kremer, Philipp J.
Sobczyk, Piotr
Bogdan, MaĆgorzata
Paterlini, Sandra
Text and Data Mining valid from 2025-06-22
Version of Record valid from 2025-06-22
Article History
Received: 1 November 2024
Accepted: 19 May 2025
First Online: 22 June 2025