Pages that link to "Item:Q4916498"
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The following pages link to Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498):
Displaying 35 items.
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising (Q3304839) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Averaging estimation for conditional covariance models (Q5076879) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
- Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
- Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)
- Predicting the Global Minimum Variance Portfolio (Q6149858) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Robustifying Markowitz (Q6150519) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
- Bagged Pretested Portfolio Selection (Q6190724) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
- Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
- Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
