Digital Library
Close Browse articles from a journal
 
<< previous    next >>
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
           All articles of the corresponding issues
                                       Details for article 46 of 50 found articles
 
 
  Sparse mean-reverting portfolios via penalized likelihood optimization
 
 
Title: Sparse mean-reverting portfolios via penalized likelihood optimization
Author: Zhang, Jize
Leung, Tim
Aravkin, Aleksandr
Appeared in: Automatica
Paging: Volume 111 () nr. C pages p.
Year: 2020
Contents:
Publisher: Elsevier Ltd
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 46 of 50 found articles
 
<< previous    next >>
 
 Koninklijke Bibliotheek - National Library of the Netherlands