keyword Expected Returns of Portfolios ‎/ (1 Article)

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Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return
Journal Article

Writer : Mortazavi، Raheleh Ossadat ؛ Talebnia، Ghodratallah ؛ Jafari، Seyedeh Mahboobeh ؛ Corresponding Author : Vakilifard، Hamid Reza ؛

Journal:Iranian Journal of Finance»July 2018, Volume 2, Number 3 (‎21 page(s) - From 49 to 69 )
Keywords:ordinary least squares regression LASSO Regression Adaptive group LASSO Regression Expected Returns of Portfolios

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English	1

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Journal Iranian Journal of Finance	1

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