Rui Zhou, Daniel P. Palomar. A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 8434-8438, IEEE, 2020. [doi]
@inproceedings{ZhouP20-2,
title = {A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio},
author = {Rui Zhou and Daniel P. Palomar},
year = {2020},
doi = {10.1109/ICASSP40776.2020.9053772},
url = {https://doi.org/10.1109/ICASSP40776.2020.9053772},
researchr = {https://researchr.org/publication/ZhouP20-2},
cites = {0},
citedby = {0},
pages = {8434-8438},
booktitle = {2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020},
publisher = {IEEE},
isbn = {978-1-5090-6631-5},
}