Pages that link to "Item:Q1622825"

The following pages link to A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825):

Displaying 22 items.

• Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
• Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
• Sparse regression for large data sets with outliers (Q2242288) (← links)
• A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
• Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
• (Q3641478) (← links)
• Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
• A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
• A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
• Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
• Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
• Mathematical optimization models for reallocating and sharing health equipment in pandemic situations (Q6113556) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
• Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)