Pages that link to "Item:Q5865917"
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The following pages link to Portfolio Selection with Regularization (Q5865917):
Displaying 5 items.
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)