Residential College | false |
Status | 已發表Published |
High-dimensional portfolio selection through a robust Glasso approach | |
Shu LJ(舒連杰) | |
2023-08 | |
Conference Name | The 8th International Conference on Smart Finance |
Conference Date | August 5-6, 2023 |
Conference Place | Dubai |
Document Type | Conference paper |
Collection | Faculty of Business Administration DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Recommended Citation GB/T 7714 | Shu LJ. High-dimensional portfolio selection through a robust Glasso approach[C], 2023. |
APA | Shu LJ.(2023). High-dimensional portfolio selection through a robust Glasso approach. . |
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