Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
Crossref DOI link: https://doi.org/10.1007/s10479-022-04881-3
Published Online: 2022-09-09
Published Print: 2024-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Costola, Michele
Maillet, Bertrand http://orcid.org/0000-0003-1284-3374
Yuan, Zhining
Zhang, Xiang
Text and Data Mining valid from 2022-09-09
Version of Record valid from 2022-09-09
Article History
Accepted: 15 July 2022
First Online: 9 September 2022