"Optimal portfolio selections via ℓ _{1, 2}-norm regularization."

Hongxin Zhao, Lingchen Kong, Hou-Duo Qi (2021)

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DOI: 10.1007/S10589-021-00312-4

access: closed

type: Journal Article

metadata version: 2022-01-03

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Hongxin Zhao, Lingchen Kong, Hou-Duo Qi:
Optimal portfolio selections via ℓ _{1, 2}-norm regularization. Comput. Optim. Appl. 80(3): 853-881 (2021)

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