Browse "School of Management Engineering(경영공학부)" by Subject Dantzig selector▼aMinimum variance portfolio▼aFactor model▼aSparsity▼aAutoregressive model
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| High-dimensional Dantzig dynamic minimum variance portfolio = 단지크 기법을 활용한 고차원 최소분산 포트폴리오 연구link Lee, Junyong; Kim, Donggyu; et al, 한국과학기술원, 2020 |
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