Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, J., Ahipaşaoğlu, S. D., Zhang, N., Yang, Y.
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.19462