Minimum working example for using the Sorted L1 Norm in a regression and mean-variance framework. The codes are free to use for research purposes only with the propper citation. Commercial use is strictly forbidden and the rights remain with the authors. For citing purposes please refer to the JBF version: https://www.sciencedirect.com/science/article/abs/pii/S0378426619302614
Minimum working example for using the Sorted L1 Norm in a regression and mean-variance framework. The codes are free to use for research purposes only with the propper citation. Commercial use is strictly forbidden and the rights remain with the authors. For citing purposes please refer to the JBF version: https://www.sciencedirect.com/science/article/abs/pii/S0378426619302614