Pages that link to "Item:Q1694793"
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The following pages link to Sparse tangent portfolio selection via semi-definite relaxation (Q1694793):
Displaying 4 items.
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)