Pages that link to "Item:Q1716964"
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The following pages link to Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964):
Displaying 9 items.
- Construction, management, and performance of sparse Markowitz portfolios (Q905387) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
- Lifted stationary points of sparse optimization with complementarity constraints (Q2696930) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- Sparse and stable Markowitz portfolios (Q3069222) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
- Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)