"Regularization methods for sparse ESG-valued multi-period portfolio ..."

Zhongming Wu et al. (2023)

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DOI: 10.1016/J.ESWA.2023.120850

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type: Journal Article

metadata version: 2023-10-14

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Zhongming Wu, Liu Yang, Yue Fei, Xiulai Wang:
Regularization methods for sparse ESG-valued multi-period portfolio optimization with return prediction using machine learning. Expert Syst. Appl. 232: 120850 (2023)

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