Pages that link to "Item:Q2662553"
From MaRDI portal
The following pages link to Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553):
Displaying 6 items.
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)