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Sparse mean–variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov’s regularization penalty approach

Crossref DOI link: https://doi.org/10.1007/s11081-018-9374-9

Published Online: 2018-01-20

Published Print: 2018-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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