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Reference

Portfolio optimization

Shen, Weiwei; Wang, Jun; Ma, Shiqian (2014). "Doubly Regularized Portfolio with Risk Minimization". Proceedings of the Twenty-Eighth AAAI Conference on Artificial Intelligence: 1286–1292. S2CID 11017740 (https://www.semanticscholar.org/paper/Doubly-Regularized-Portfolio-with-Risk-Minimization-Shen-Wang/60814c0450d453169045500d9299b458998a3540)

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Updated 2021-02-07

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Data Science