Zobrazeno 1 - 1
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pro vyhledávání: '"Ronakdilip Shah"'
Publikováno v:
Data Science in Science, Vol 3, Iss 1 (2024)
We introduce a unified framework for rapid, large-scale portfolio optimization that incorporates both shrinkage and regularization techniques. This framework addresses multiple objectives, including minimum variance, mean-variance, and the maximum Sh
Externí odkaz:
https://doaj.org/article/d49888f44423408d8245fdacb1811ecb
