Study on Lasso Penalized Quantile Regression of Optimal Portfolio

CAO Mengna, TIAN Ping, LI Gaorong

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (9) : 2595-2611.

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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (9) : 2595-2611. DOI: 10.12341/jssms20306

Study on Lasso Penalized Quantile Regression of Optimal Portfolio

  • CAO Mengna1 ，TIAN Ping2 ，LI Gaorong3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(9): 2595-2611 https://doi.org/10.12341/jssms20306

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