Sparse Estimation of Precision Matrix in Portfolio Optimization

Additional Metadata
Keywords	portfolio risk sparse optimization precision matrix quantitative finance
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/59988
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	Nelisse, J. (2021, November 4). Sparse Estimation of Precision Matrix in Portfolio Optimization. Econometrie. Retrieved from http://hdl.handle.net/2105/59988

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