Optimizing non-zero weights in classic long-short portfolios

Additional Metadata
Keywords	DCC-NL; GMV; sorting
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/56934
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Orbons, Z.S.D. (2021, March 26). Optimizing non-zero weights in classic long-short portfolios. Econometrie. Retrieved from http://hdl.handle.net/2105/56934

Publication