$$l_1$$-Regularization for multi-period portfolio selection
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2019
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-019-03308-w