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"An application of sparse-group lasso regularization to equity portfolio ..."

Jingnan Chen, Gengling Dai, Ning Zhang (2020)

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DOI: 10.1007/S10479-019-03189-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - journals/anor/ChenDZ20
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  - https://dblp.org/rec/journals/anor/ChenDZ20
Jingnan Chen, Gengling Dai, Ning Zhang:
An application of sparse-group lasso regularization to equity portfolio optimization and sector selection. Ann. Oper. Res. 284(1): 243-262 (2020)

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