The Estimation-Efficiency Frontier in Sparse Portfolios

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jiaqin Chen, Geng Deng, Alberto Quaini, Ming Yuan

DOI: 10.2139/ssrn.6064608

Cited by: 0

References: 27

Fields of Study & Subjects

Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

References 27