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	An application of sparse-group lasso regularization to equity portfolio optimization and sector selection
	Chen, J.; Dai, G.; Zhang, N.
刊名	Annals of Operations Research
	2019
ISSN号	02545330
DOI	10.1007/s10479-019-03189-z
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5920777
专题	北京航空航天大学
推荐引用方式 GB/T 7714	Chen, J.,Dai, G.,Zhang, N.. An application of sparse-group lasso regularization to equity portfolio optimization and sector selection[J]. Annals of Operations Research,2019.
APA	Chen, J.,Dai, G.,&Zhang, N..(2019).An application of sparse-group lasso regularization to equity portfolio optimization and sector selection.Annals of Operations Research.
MLA	Chen, J.,et al."An application of sparse-group lasso regularization to equity portfolio optimization and sector selection".Annals of Operations Research (2019).

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