Adaptive $$l_1$$l1-regularization for short-selling control...

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Adaptive $$l_1$$l1-regularization for short-selling control in portfolio selection

Corsaro, Stefania, De Simone, Valentina
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Language:
english
Journal:
Computational Optimization and Applications
DOI:
10.1007/s10589-018-0049-4
Date:
December, 2018
File:
PDF, 712 KB
english, 2018
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