Vast Portfolio Selection With Gross-Exposure Constraints
Author(s): Fan, Jianqing; Zhang, Jingjin; Yu, Ke
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fan, Jianqing | en_US |
| dc.contributor.author | Zhang, Jingjin | en_US |
| dc.contributor.author | Yu, Ke | en_US |
| dc.date.accessioned | 2018-07-20T15:10:49Z | - |
| dc.date.available | 2018-07-20T15:10:49Z | - |
| dc.date.issued | 2012-06 | en_US |
| dc.identifier.citation | Fan, Jianqing, Zhang, Jingjin, Yu, Ke. (2012). Vast Portfolio Selection With Gross-Exposure Constraints. Journal of the American Statistical Association, 107 (498), 592 - 606. doi:10.1080/01621459.2012.682825 | en_US |
| dc.identifier.issn | 0162-1459 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/pr1gq3r | - |
| dc.format.extent | 592 - 606 | en_US |
| dc.relation.ispartof | Journal of the American Statistical Association | en_US |
| dc.title | Vast Portfolio Selection With Gross-Exposure Constraints | en_US |
| dc.type | Journal Article | - |
| dc.identifier.doi | doi:10.1080/01621459.2012.682825 | en_US |
| dc.identifier.eissn | 1537-274X | en_US |
| pu.type.symplectic | http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article | en_US |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| Vast portfolio selection with gross-exposure constraints.pdf | 336.03 kB | Adobe PDF | View/Download |
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