"Asset allocation under predictability and parameter uncertainty using LASSO."

Andrea Rigamonti, Alex Weissensteiner (2020)

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DOI: 10.1007/S10287-020-00367-4

access: closed

type: Journal Article

metadata version: 2020-09-19

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Andrea Rigamonti, Alex Weissensteiner:
Asset allocation under predictability and parameter uncertainty using LASSO. Comput. Manag. Sci. 17(2): 179-201 (2020)

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