Pages that link to "Item:Q783138"
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The following pages link to Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138):
Displaying 3 items.
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
- Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)