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"Adaptive l1-regularization for short-selling control in ..."

Stefania Corsaro, Valentina De Simone (2019)

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DOI: 10.1007/S10589-018-0049-4

access: closed

type: Journal Article

metadata version: 2020-07-14

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Stefania Corsaro, Valentina De Simone:
Adaptive l₁-regularization for short-selling control in portfolio selection. Comput. Optim. Appl. 72(2): 457-478 (2019)

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