2023-09-13
The application of Penalized Matrix Decomposition to construct minimal variance Portfolios
Publication
Publication
Additional Metadata | |
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Schoonees, PC | |
hdl.handle.net/2105/67729 | |
Econometrie | |
Organisation | Erasmus School of Economics |
Werf, J.S. van der. (2023, September 13). The application of Penalized Matrix Decomposition to construct minimal variance Portfolios. Econometrie. Retrieved from http://hdl.handle.net/2105/67729
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