Adaptive $$l_1$$ l 1 -regularization for short-selling control in portfolio selection

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

Amir Beck, Marc Teboulle · SIAM Journal on Imaging Sciences · 2009 · 12K citations

Natural Sciences, Computer Science, Biomedical Imaging +15

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

The Split Bregman Method for L1-Regularized Problems

Tom Goldstein, Stanley Osher · SIAM Journal on Imaging Sciences · 2009 · 4.3K citations

Natural Sciences, Mathematics, Radiology +17

Portfolio Selection: Efficient Diversification of Investments.

H. S. Houthakker, Harry M. Markowitz · Journal of the American Statistical Association · 1962 · 3.7K citations

Business, Economics, Finance +17

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

Business, Economics, Finance +17