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"l₁-Regularization for multi-period portfolio selection."

Stefania Corsaro et al. (2020)

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DOI: 10.1007/S10479-019-03308-W

access: closed

type: Journal Article

metadata version: 2021-09-16

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  dblp key:
  - journals/anor/CorsaroSMP20
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  - https://dblp.org/rec/journals/anor/CorsaroSMP20
Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla:
l₁-Regularization for multi-period portfolio selection. Ann. Oper. Res. 294(1): 75-86 (2020)

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