"Three l1 Based Nonconvex Methods in Constructing Sparse Mean ..."

Xiaolong Long, Knut Solna, Jack Xin (2018)

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DOI: 10.1007/S10915-017-0578-5

access: closed

type: Journal Article

metadata version: 2018-04-04

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Xiaolong Long, Knut Solna, Jack Xin:
Three l₁ Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios. J. Sci. Comput. 75(2): 1156-1186 (2018)

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