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A basket half full: sparse portfolios
Quantitative Finance ( IF 1.3 ) Pub Date : 2023-12-20 , DOI: 10.1080/14697688.2023.2269997
Ekaterina Seregina 1
Affiliation  

The existing approaches to sparse wealth allocations (1) are limited to low-dimensional setup when the number of assets is less than the sample size; (2) lack theoretical analysis of sparse wealth ...

中文翻译:

篮子半满:稀疏的投资组合

现有的稀疏财富分配方法(1)仅限于资产数量小于样本量时的低维设置;(2)缺乏对稀疏财富的理论分析……
更新日期:2023-12-20
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