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 |
External Contributors: | Liangjun Su, Tian Xie |
Categories: |
|
Related Departments: |
|