Crossmark

Optimal portfolio selections via $$\ell _{1, 2}$$-norm regularization

Published Online: 2021-09-15

Published Print: 2021-12

Authors

Zhao, Hongxin

Kong, Lingchen https://orcid.org/0000-0002-3166-2811
Qi, Hou-Duo
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (12071022)

National Science and Technology Planning Project (B16002)

iec/nsfc (191543)
License Information

Text and Data Mining valid from 2021-09-15

Version of Record valid from 2021-09-15
More Information

Article History

Received: 27 March 2021

Accepted: 20 August 2021

First Online: 15 September 2021

Document is current