Works matching IS 1619697X AND DT 2025 AND VI 22 AND IP 2

Sparse graphical modelling for global minimum variance portfolio.

Published in:

Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00535-4

By:

• Riccobello, Riccardo;
• Bonaccolto, Giovanni;
• Kremer, Philipp J.;
• Sobczyk, Piotr;
• Bogdan, Małgorzata;
• Paterlini, Sandra

Publication type:

Article