Improving Mean Variance Optimization through Sparse Hedging Restrictions.
| Autor: | Goto, Shingo1 shingo.goto@moore.sc.edu, Xu, Yan2 yanxuj@hku.hk |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Dec2015, Vol. 50 Issue 6, p1415-1441. 27p. |
| Databáze: | Business Source Ultimate |
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