# An application of sparse-group lasso regularization to equity portfolio optimization and sector selection

> Research article (Annals of Operations Research, 2019) · cited 21× · AI/ML

**Wikidata**: [openalex:W2922398374](https://www.wikidata.org/wiki/openalex:W2922398374)  
**Source**: https://4ort.xyz/entity/an-application-of-sparse-group-lasso-regularization-to-equity-portfolio-optimization-and-sector-selection