Pages that link to "Item:Q827241"
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The following pages link to \(l_1\)-regularization for multi-period portfolio selection (Q827241):
Displaying 14 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers (Q2208931) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Barzilai–Borwein-like rules in proximal gradient schemes for ℓ <sub>1</sub> -regularized problems (Q6640996) (← links)