Constructing optimal sparse portfolios using regularization methods
Crossref DOI link: https://doi.org/10.1007/s10287-014-0227-5
Published Online: 2014-12-13
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fastrich, B.
Paterlini, S.
Winker, P.
Text and Data Mining valid from 2014-12-13