Dynamic multi-period sparse portfolio selection model with asymmetric investors’ sentiments
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Title
Dynamic multi-period sparse portfolio selection model with asymmetric investors’ sentiments
Authors
Keywords
Multi-period sparse portfolio, Asymmetric investors’ sentiments, Re-parametrisation trick
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 177, Issue -, Pages 114945
Publisher
Elsevier BV
Online
2021-04-01
DOI
10.1016/j.eswa.2021.114945
References
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