"A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile ..."

Rui Zhou, Daniel P. Palomar (2020)

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DOI: 10.1109/ICASSP40776.2020.9053772

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Rui Zhou, Daniel P. Palomar:
A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio. ICASSP 2020: 8434-8438

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