Portfolio Selection with a Rank-Deficient Covariance Matrix
Crossref DOI link: https://doi.org/10.1007/s10614-023-10404-4
Published Online: 2023-06-23
Published Print: 2024-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gulliksson, Mårten
Oleynik, Anna
Mazur, Stepan http://orcid.org/0000-0002-1395-9427
Funding for this research was provided by:
Örebro University
Text and Data Mining valid from 2023-06-23
Version of Record valid from 2023-06-23
Article History
Accepted: 3 June 2023
First Online: 23 June 2023
Declarations
:
: The authors declare that they have no conflict of interest.