Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Chi Seng Pun. A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection. SIAM J. Financial Math., 12(1):410-445, 2021. [doi]