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Journal description
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Details for article 46 of 50 found articles
| 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
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