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Fastrich, Bjoern's
Scholarly Papers
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240 |
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Citations
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Fastrich, Bjoern
University of Giessen - Department of Economics Paterlini, Sandra
EBS Universität für Wirtschaft und Recht Winker, Peter
University of Giessen - Department of Economics
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Index tracking, Cardinality constraint, q-Norm, Regularization methods, Heuristic algorithms
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Fastrich, Bjoern
University of Giessen - Department of Economics Paterlini, Sandra
EBS Universität für Wirtschaft und Recht Winker, Peter
University of Giessen - Department of Economics
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02 Nov 12
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Last Revised:
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07 Jan 13
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117
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Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties
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