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"Fused Lasso approach in portfolio selection."

Stefania Corsaro, Valentina De Simone, Zelda Marino (2021)

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DOI: 10.1007/S10479-019-03289-W

access: closed

type: Journal Article

metadata version: 2021-04-29

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  dblp key:
  - journals/anor/CorsaroSM21
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  - https://dblp.org/rec/journals/anor/CorsaroSM21
Stefania Corsaro, Valentina De Simone, Zelda Marino:
Fused Lasso approach in portfolio selection. Ann. Oper. Res. 299(1): 47-59 (2021)

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