L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis

Title: L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
Format: Journal Article
Publication Date: September 2022
Published In: Review of Economics and Statistics
Publisher MIT Press
Ivan Allen College Contributors:
External Contributors: Liangjun Su, Tian Xie
Categories:
  • Applied Econometrics
  • Econometrics
Related Departments:
  • School of Economics