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September 10, 2026math.OCcs.LGstat.ML

Sparsity Regularized and Robust Mean Variance Portfolio Selection Under Ellipsoidal Uncertainty

Deniz Akkaya, Emre Can Yayla, Buse Şen, Mustafa Ç. Pınar
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math.OC, cs.LG, stat.ML

Sparsity Regularized and Robust Mean | One9Founders