Vast Portfolio Selection With Gross-Exposure Constraints
| Year of publication: |
2012
|
|---|---|
| Authors: | Fan, Jianqing ; Zhang, Jingjin ; Yu, Ke |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 107.2012, 498 (1.6.), p. 592-607
|