Sparse Learning, Asset Colinearity and Portfolio Selection

LI Aizhong, REN Ruo′en, DONG Jichang

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (11) : 3128-3138.

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PDF(544 KB)
Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (11) : 3128-3138. DOI: 10.12341/jssms20331

Sparse Learning, Asset Colinearity and Portfolio Selection

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(11): 3128-3138 https://doi.org/10.12341/jssms20331

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