High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: High-dimensional sparse portfolio selection with nonnegative constraint |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional sparse portfolio selection with nonnegative constraint |
scientific article |
Statements
High-dimensional sparse portfolio selection with nonnegative constraint (English)
0 references
21 April 2023
0 references
portfolio selection
0 references
regression
0 references
nonconcave penalty
0 references
SCAD
0 references
0 references
0 references
0 references
