Three $$l_1$$l1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios

No abstract is available for this paper.

• Publication year

  2018

• Venue

  Journal of Scientific Computing

• Publication date

  2018-05-01

• Fields of study

  Mathematics, Computer Science, Economics

• Identifiers
  DOI 10.1007/s10915-017-0578-5
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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