"A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection."

Chi Seng Pun (2021)

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DOI: 10.1137/19M1291674

access: closed

type: Journal Article

metadata version: 2021-04-29

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Chi Seng Pun:
A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection. SIAM J. Financial Math. 12(1): 410-445 (2021)

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