The effect of regularization in portfolio selection problems (Q828760): Difference between revisions

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-Arturo O. Cifuentes
@@ Property / author: Arturo O. Cifuentes / rank @@
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+Arturo O. Cifuentes
@@ Property / author: Arturo O. Cifuentes / rank @@
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+https://doi.org/10.1007/s11750-020-00578-7
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+W3043838139
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@@ Property / cites work @@
+Least squares after model selection in high-dimensional sparse models
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