Sparse portfolio selection with uncertain probability distribution
Crossref DOI link: https://doi.org/10.1007/s10489-020-02161-w
Published Online: 2021-02-09
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Huang, Ripeng
Qu, Shaojian
Yang, Xiaoguang
Xu, Fengmin
Xu, Zeshui
Zhou, Wei
Funding for this research was provided by:
National Natural Science Foundation of China (71571055)
Text and Data Mining valid from 2021-02-09
Version of Record valid from 2021-02-09
Article History
Accepted: 16 December 2020
First Online: 9 February 2021