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"Large-Scale Regularized Portfolio Selection Via Convex Optimization."

Ziping Zhao, Daniel P. Palomar (2019)

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DOI: 10.1109/GLOBALSIP45357.2019.8969214

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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  dblp key:
  - conf/globalsip/ZhaoP19
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Ziping Zhao, Daniel P. Palomar:
Large-Scale Regularized Portfolio Selection Via Convex Optimization. GlobalSIP 2019: 1-5

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