4. Economy
  5. Quantitative Finance
  6. Portfolio Management

Yu-Min Yen

Economy – Quantitative Finance – Portfolio Management

Scientist

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Scientist

A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Grouped Variable Selection via Nested Spike and Slab Priors

Statistics – Methodology
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