- Sparse portfolio selection via the sorted l1-Norm
Description
- Title: Sparse portfolio selection via the sorted l1-Norm
- Journal title: Journal of Banking and Finance
- Creator: Lee, Sangkyun ; Bogdan, Małgorzata ; Kremer, Philipp J ; Paterlini, Sandra
- Pages: s. 1-41
- Description: Przy nazwisku Małgorzata Bogdan podwójna afiliacja: University of Wrocław, Wrocław, Poland oraz Lund University, Lund, Sweden.
- Date issued: 2020
- Type: Tekst
- Identifier: ISSN 0378-4266 ; https://doi.org/10.1016/j.jbankfin.2019.105687
- Language: eng
- Has version: https://doi.org/10.1016/j.jbankfin.2019.105687
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 110 (2020), nr art. 105687