Pages that link to "Item:Q6088537"
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The following pages link to A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537):
Displaying 5 items.
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)