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Estimating Market Expectations for Portfolio Selection Using Penalized Statistical Models

Fuente: Redalyc

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Detalles Bibliográficos
Autor principal:	Carlos Felipe Valencia-Arboleda
Formato:	Artículo científico
Lenguaje:	en
Publicado:	Universidad Distrital Francisco José de Caldas 2020
Materias:	Multidisciplinarias (Ciencias Sociales) regularization Penalized models financial options portfolio optimization state price density estimation
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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