Pages that link to "Item:Q2378489"
From MaRDI portal
The following pages link to Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489):
Displaying 19 items.
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)
- ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) (← links)
- Support Vector Regression for Time Series Analysis (Q5232792) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Liquidity-constrained index tracking optimization models (Q6148777) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
- Concentrated portfolio selection models based on historical data (Q6574663) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
- Constrained mix sparse optimization via hard thresholding pursuit (Q6635782) (← links)
- Index tracking via reparameterizable subset sampling in neural networks (Q6655276) (← links)
