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High-dimensional portfolio selection through a robust Glasso approach
Shu LJ(舒連杰)
2023-08
Conference NameThe 8th International Conference on Smart Finance
Conference DateAugust 5-6, 2023
Conference PlaceDubai
Document TypeConference paper
CollectionFaculty 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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