Sparse Learning, Asset Colinearity and Portfolio Selection

LI Aizhong, REN Ruo′en, DONG Jichang

Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (11) : 3128-3138.

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Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (11) : 3128-3138. DOI: 10.12341/jssms20331

Sparse Learning, Asset Colinearity and Portfolio Selection

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