Sparse Portfolio Selection via the sorted ℓ1 - Norm

Sparse Portfolio Selection via the sorted ℓ1 - Norm

Kremer, Philipp J., Lee, Sangkyun, Bogdan, Małgorzata, Paterlini, Sandra
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2019.105687
Date:
November, 2019
File:
PDF, 1.00 MB
english, 2019
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