Sparse index clones via the sorted l1-Norm

Kremer, Philipp J; Brzyski, Damian; Bogdan, Małgorzata; Paterlini, Sandra

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Sparse index clones via the sorted l1-Norm

Description

Title: Sparse index clones via the sorted l1-Norm
Journal title: Quantitative Finance
Creator: Kremer, Philipp J ; Brzyski, Damian ; Bogdan, Małgorzata ; Paterlini, Sandra
Pages: s. 349-366
Date issued: 2022
Type: Tekst
Identifier: ISSN 1469-7688 ; https://doi.org/10.1080/14697688.2021.1962539
Language: eng
Has version: https://doi.org/10.1080/14697688.2021.1962539
Detailed object type: art
Object type: Artykuł
Location: Vol. 22, iss. 2 (2022)

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