{"id":"https://openalex.org/W3125319238","doi":"https://doi.org/10.1007/s10287-014-0227-5","title":"Constructing optimal sparse portfolios using regularization methods","display_name":"Constructing optimal sparse portfolios using regularization methods","publication_year":2014,"publication_date":"2014-12-12","ids":{"openalex":"https://openalex.org/W3125319238","doi":"https://doi.org/10.1007/s10287-014-0227-5","mag":"3125319238"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-014-0227-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-014-0227-5","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/11380/1103125","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5047019863","display_name":"Bj\u00f6rn Fastrich","orcid":null},"institutions":[{"id":"https://openalex.org/I4210148049","display_name":"Giessen School of Theology","ror":"https://ror.org/03kzgcv48","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210148049"]},{"id":"https://openalex.org/I200763008","display_name":"University of Giessen","ror":"https://ror.org/033eqas34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200763008"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"B. Fastrich","raw_affiliation_strings":["Department of Economics, University of Giessen, Licher Strasse 64, 35394, Giessen, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Giessen, Licher Strasse 64, 35394, Giessen, Germany","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046540286","display_name":"Sandra Paterlini","orcid":"https://orcid.org/0000-0003-4269-4496"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"S. Paterlini","raw_affiliation_strings":["Department of Finance and Accounting, European Business School, Gustav-Stresemann-Ring 3, 65189, Wiesbaden, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Finance and Accounting, European Business School, Gustav-Stresemann-Ring 3, 65189, Wiesbaden, Germany","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086357086","display_name":"Peter Winker","orcid":"https://orcid.org/0000-0003-3412-4207"},"institutions":[{"id":"https://openalex.org/I177364143","display_name":"Centre for European Economic Research","ror":"https://ror.org/02qnsw591","country_code":"DE","type":"nonprofit","lineage":["https://openalex.org/I177364143","https://openalex.org/I315704651"]},{"id":"https://openalex.org/I4210148049","display_name":"Giessen School of Theology","ror":"https://ror.org/03kzgcv48","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210148049"]},{"id":"https://openalex.org/I200763008","display_name":"University of Giessen","ror":"https://ror.org/033eqas34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200763008"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"P. Winker","raw_affiliation_strings":["Center for European Economic Research (ZEW), L 7, 1, 68161, Mannheim, Germany","Department of Economics, University of Giessen, Licher Strasse 64, 35394, Giessen, Germany"],"affiliations":[{"raw_affiliation_string":"Center for European Economic Research (ZEW), L 7, 1, 68161, Mannheim, Germany","institution_ids":["https://openalex.org/I177364143"]},{"raw_affiliation_string":"Department of Economics, University of Giessen, Licher Strasse 64, 35394, Giessen, Germany","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5046540286"],"corresponding_institution_ids":[],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":6.7527,"has_fulltext":false,"cited_by_count":107,"citation_normalized_percentile":{"value":0.97420856,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"12","issue":"3","first_page":"417","last_page":"434"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.6198549270629883},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.53667813539505},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.5140822529792786},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.512094259262085},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5030211806297302},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4367935359477997},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34203845262527466},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2837408781051636},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1904936134815216},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15315863490104675}],"concepts":[{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.6198549270629883},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.53667813539505},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.5140822529792786},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.512094259262085},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5030211806297302},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4367935359477997},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34203845262527466},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2837408781051636},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1904936134815216},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15315863490104675}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10287-014-0227-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-014-0227-5","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-014-0227-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:iris.unimore.it:11380/1103125","is_oa":true,"landing_page_url":"http://hdl.handle.net/11380/1103125","pdf_url":null,"source":{"id":"https://openalex.org/S4306400718","display_name":"IRIS UNIMORE (University of Modena and Reggio Emilia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I122346577","host_organization_name":"University of Modena and Reggio Emilia","host_organization_lineage":["https://openalex.org/I122346577"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:iris.unitn.it:11572/192896","is_oa":false,"landing_page_url":"http://hdl.handle.net/11572/192896","pdf_url":null,"source":{"id":"https://openalex.org/S4306401913","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Trento)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I193223587","host_organization_name":"University of Trento","host_organization_lineage":["https://openalex.org/I193223587"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:iris.unimore.it:11380/1103125","is_oa":true,"landing_page_url":"http://hdl.handle.net/11380/1103125","pdf_url":null,"source":{"id":"https://openalex.org/S4306400718","display_name":"IRIS UNIMORE (University of Modena and Reggio Emilia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I122346577","host_organization_name":"University of Modena and Reggio Emilia","host_organization_lineage":["https://openalex.org/I122346577"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.41999998688697815}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W1968694834","https://openalex.org/W1973491767","https://openalex.org/W2020925091","https://openalex.org/W2034019416","https://openalex.org/W2047028564","https://openalex.org/W2060044440","https://openalex.org/W2074682976","https://openalex.org/W2079775628","https://openalex.org/W2102760656","https://openalex.org/W2103215959","https://openalex.org/W2103769637","https://openalex.org/W2105630053","https://openalex.org/W2107861471","https://openalex.org/W2109449402","https://openalex.org/W2124225314","https://openalex.org/W2127000676","https://openalex.org/W2131868098","https://openalex.org/W2132640775","https://openalex.org/W2134056163","https://openalex.org/W2135046866","https://openalex.org/W2140917889","https://openalex.org/W2154486463","https://openalex.org/W2163969674","https://openalex.org/W2165408259","https://openalex.org/W2174145043","https://openalex.org/W2185437881","https://openalex.org/W2305420559","https://openalex.org/W2998919904","https://openalex.org/W3121324299","https://openalex.org/W3121451334","https://openalex.org/W3122301309","https://openalex.org/W3122675629","https://openalex.org/W3123924494","https://openalex.org/W3123979261","https://openalex.org/W3125282527","https://openalex.org/W3125590728","https://openalex.org/W4234698323"],"related_works":["https://openalex.org/W2788344745","https://openalex.org/W2062336688","https://openalex.org/W2910677864","https://openalex.org/W2046078371","https://openalex.org/W2383820648","https://openalex.org/W4245445763","https://openalex.org/W3162209258","https://openalex.org/W2886934452","https://openalex.org/W1489099099","https://openalex.org/W2024369332"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":13},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":13},{"year":2018,"cited_by_count":13},{"year":2017,"cited_by_count":8},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":7}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
