Robust & Sparse Portfolio Selection
A new portfolio selection model minimizes estimation errors and overdiversification, with an efficient algorithm developed for its solution.
Featured in No. 87 on 5 Mar 2025 · 12 days after release
- Released
- 21 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- SSRN 5147690
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).