High-dimensional sparse portfolio selection with nonnegative constraint
Autor: | Xia, Siwei, Yang, Yuehan, Yang, Hu |
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Zdroj: | In Applied Mathematics and Computation 15 April 2023 443 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Xia, Siwei, Yang, Yuehan, Yang, Hu |
---|---|
Zdroj: | In Applied Mathematics and Computation 15 April 2023 443 |
Databáze: | ScienceDirect |
Externí odkaz: |