Ning Zhang, Jingnan Chen, Gengling Dai. Portfolio Selection with Regularization. APJOR, 39(2), 2022. [doi]
@article{ZhangCD22, title = {Portfolio Selection with Regularization}, author = {Ning Zhang and Jingnan Chen and Gengling Dai}, year = {2022}, doi = {10.1142/S0217595921500160}, url = {https://doi.org/10.1142/S0217595921500160}, researchr = {https://researchr.org/publication/ZhangCD22}, cites = {0}, citedby = {0}, journal = {APJOR}, volume = {39}, number = {2}, }