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"Norm constrained minimum variance portfolios with short selling."

Vrinda Dhingra, Shiv Kumar Gupta, Amita Sharma (2023)

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DOI: 10.1007/S10287-023-00438-2

access: closed

type: Journal Article

metadata version: 2023-09-20

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Vrinda Dhingra, Shiv Kumar Gupta, Amita Sharma:
Norm constrained minimum variance portfolios with short selling. Comput. Manag. Sci. 20(1): 6 (2023)

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