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~isPartOf:"Annals of operations research ; volume 284, numbers 1 (January 2020)"
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Alternating direction method of multipliers
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L1 regularization
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Portfolio optimization
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Portfolio selection
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Portfolio-Management
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Chen, Jingnan
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Dai, Gengling
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Annals of operations research ; volume 284, numbers 1 (January 2020)
Energy economics
18
Technological forecasting & social change : an international journal
10
Sustainability
7
Department of Economics discussion paper series / University of Oxford
4
Energy Economics
4
Energy Policy
4
International journal of production research
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economic research
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IZA Discussion Paper
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IZA Discussion Papers
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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China belt and road initiative journal : research analysis and perspectives
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China's new deal : economic development under international financial crisis
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Computational economics
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Discussion papers / CEPR
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Economic modelling
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Economics letters
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Emerging markets, finance and trade : EMFT
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Energies
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Energy policy
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of Asian economics
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Journal of accounting, auditing & finance
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Journal of electronic commerce in organizations : the international journal of electronic commerce in modern organizations ; an official publication of the Information Resources Management Association
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Physica A: Statistical Mechanics and its Applications
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Review of accounting studies
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Review of quantitative finance and accounting
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The B.E. journal of economic analysis & policy
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CHILD working papers series
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China economic review : an international journal
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China's emerging outsourcing capabilities : the services challenge
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Computers & operations research : and their applications to problems of world concern ; an international journal
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E-marketing ; Vol. 1
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An application of sparse-group lasso regularization to equity portfolio optimization and sector selection
Chen, Jingnan
;
Dai, Gengling
;
Zhang, Ning
-
2020
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