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Valentina De Simone · Study
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Valentina De Simone
2 works
· latest 2019
· 1 institutions
cluster: provisional
ORCID 0000-0002-3357-5252
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Most cited in this library
Fused Lasso approach in portfolio selection
2019 · 30 citations
Adaptive $$l_1$$ l 1 -regularization for short-selling control in portfolio selection
2018 · 29 citations
Works
2 shown
Fused Lasso approach in portfolio selection
Annals of Operations Research
·
2019
·
3 authors
30
citations
Adaptive $$l_1$$ l 1 -regularization for short-selling control in portfolio selection
Computational Optimization and Applications
·
2018
·
2 authors
29
citations