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"High-dimensional sparse portfolio selection with nonnegative constraint."

Siwei Xia, Yuehan Yang, Hu Yang (2023)

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DOI: 10.1016/J.AMC.2022.127766

access: closed

type: Journal Article

metadata version: 2024-01-11

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Siwei Xia, Yuehan Yang, Hu Yang:
High-dimensional sparse portfolio selection with nonnegative constraint. Appl. Math. Comput. 443: 127766 (2023)

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