Open AccessRobust Portfolio Selection Using Sparse Estimation of Comoment Tensors
Author(s) -
Nathan Lassance,
Frédéric Vrins
Publication year - 2019
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3455400
Subject(s) - selection (genetic algorithm) , portfolio , computer science , estimation , mathematics , artificial intelligence , economics , financial economics , management
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom