PORTFOLIO OPTIMIZATION WITH GRAPHICAL LASSO AND AN APPLICATION IN BORSA ISTANBUL.
| Autor: | USTAOĞLU, Erhan1 erhan.ustaoglu@marmara.edu.tr |
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| Zdroj: | Journal of Marmara University Social Sciences Institute / Öneri. Jul2022, Vol. 17 Issue 58, p760-765. 6p. |
| Databáze: | Business Source Ultimate |
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