"Robust Portfolio Risk Minimization Using the Graphical Lasso."

Tristan Millington, Mahesan Niranjan (2017)

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DOI: 10.1007/978-3-319-70096-0_88

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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Tristan Millington, Mahesan Niranjan:
Robust Portfolio Risk Minimization Using the Graphical Lasso. ICONIP (2) 2017: 863-872

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