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"Optimizing sparse mean reverting portfolios."

I. Róbert Sipos, János Levendovszky (2013)

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DOI: 10.3233/AF-13021

access: closed

type: Journal Article

metadata version: 2017-05-17

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I. Róbert Sipos, János Levendovszky:
Optimizing sparse mean reverting portfolios. Algorithmic Finance 2(2): 127-139 (2013)

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