The effect of regularization in portfolio selection problems
Crossref DOI link: https://doi.org/10.1007/s11750-020-00578-7
Published Online: 2020-07-25
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pagnoncelli, Bernardo K. http://orcid.org/0000-0003-2968-0073
del Canto, Felipe
Cifuentes, Arturo
Funding for this research was provided by:
Consejo Nacional de Innovación, Ciencia y Tecnología (1170178)
Text and Data Mining valid from 2020-07-25
Version of Record valid from 2020-07-25
Article History
Received: 18 September 2019
Accepted: 13 July 2020
First Online: 25 July 2020