Pages that link to "Item:Q6097487"
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The following pages link to Sparse and risk diversification portfolio selection (Q6097487):
Displaying 6 items.
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Sparse Portfolios for High-Dimensional Financial Index Tracking (Q4621524) (← links)
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)