keyword Adaptive group LASSO Regression / (1 Article)
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Writer : Mortazavi، Raheleh Ossadat ؛ Talebnia، Ghodratallah ؛ Jafari، Seyedeh Mahboobeh ؛ Corresponding Author : Vakilifard، Hamid Reza ؛
Journal:Iranian Journal of Finance»July 2018, Volume 2, Number 3 (21 page(s) - From 49 to 69 )
Keywords:ordinary least squares regressionLASSO RegressionAdaptive group LASSO RegressionExpected Returns of Portfolios