# Sparse portfolio selection via the sorted ℓ1-Norm

> Research article (Journal of Banking & Finance, 2019) · cited 65× · AI/ML

**Wikidata**: [openalex:W2761633770](https://www.wikidata.org/wiki/openalex:W2761633770)  
**Source**: https://4ort.xyz/entity/sparse-portfolio-selection-via-the-sorted-l1-norm
