正则化在投资组合选择问题中的作用

{"title":"正则化在投资组合选择问题中的作用","authors":"B. Pagnoncelli, Felipe del Canto, Arturo Cifuentes","doi":"10.1007/s11750-020-00578-7","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":49432,"journal":{"name":"Top","volume":"32 1","pages":"156 - 176"},"PeriodicalIF":1.5000,"publicationDate":"2020-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"The effect of regularization in portfolio selection problems\",\"authors\":\"B. Pagnoncelli, Felipe del Canto, Arturo Cifuentes\",\"doi\":\"10.1007/s11750-020-00578-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":49432,\"journal\":{\"name\":\"Top\",\"volume\":\"32 1\",\"pages\":\"156 - 176\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2020-07-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Top\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://doi.org/10.1007/s11750-020-00578-7\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"OPERATIONS RESEARCH & MANAGEMENT SCIENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Top","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1007/s11750-020-00578-7","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}