Sparse index clones via the sorted ℓ1-Norm-Reference-Cited by-同舟云学术

Sparse index clones via the sorted ℓ1-Norm

Published:2021-09-15 Issue: Volume: Page:1-18
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Kremer Philipp J.¹^ORCID,Brzyski Damian²,Bogdan Małgorzata³⁴^ORCID,Paterlini Sandra⁵^ORCID

Affiliation:

1. Department of Finance and Accounting, EBS Universität für Wirtschaft und Recht, Wiesbaden, Germany

2. Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wroclaw, Poland

3. Department of Mathematics, University of Wroclaw, Wroclaw, Poland

4. Department of Statistics, Lund University, Lund, Sweden

5. Department of Economics and Management, University of Trento, Trento, Italy

Funder

NCN

National Institutes of Health

EU-ICT

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.1962539

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