Pages that link to "Item:Q2165774"
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The following pages link to Sparse minimax portfolio and Sharpe ratio models (Q2165774):
Displaying 5 items.
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Construction, management, and performance of sparse Markowitz portfolios (Q905387) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)