Portfolio Selection with Regularization

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},
}