| Paper: | SIPFEb.PA.3 |
| Session: | Signal and Information Processing in Finance and Economics II |
| Location: | Poster Area A |
| Session Time: | Tuesday, December 3, 16:00 - 18:00 |
| Presentation: | Poster |
| Symposium: | Signal and Information Processing in Finance and Economics |
| Paper Title: |
Sparse simplex projections for portfolio optimization |
| Authors: |
Anastasios Kyrillidis; École Polytechnique Fédérale de Lausanne | | |
| | Stephen Becker; UPMC, Paris 6 | | |
| | Volkan Cevher; École Polytechnique Fédérale de Lausanne | | |
| | Christoph Koch; École Polytechnique Fédérale de Lausanne | | |