@inproceedings{jianqing2012vast,
title={Vast portfolio selection with gross-exposure constraints},
author={Jianqing Fan, Jingjin Zhang, and Ke Yu},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113456461174844},
booktitle={Journal of the American Statistical Association},
volume={107},
number={498},
pages={592-606},
year={2012},
}
Jianqing Fan, Jingjin Zhang, and Ke Yu. Vast portfolio selection with gross-exposure constraints. 2012. Vol. 107. In Journal of the American Statistical Association. pp.592-606. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113456461174844.