Constructing optimal sparse portfolios using regularization...

Computational Management Science 2015 / 7 Vol. 12; Iss. 3

Constructing optimal sparse portfolios using regularization methods

Fastrich, B., Paterlini, S., Winker, P.
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Volume:
12
Language:
english
Journal:
Computational Management Science
DOI:
10.1007/s10287-014-0227-5
Date:
July, 2015
File:
PDF, 539 KB
english, 2015
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