Pages that link to "Item:Q905387"
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The following pages link to Construction, management, and performance of sparse Markowitz portfolios (Q905387):
Displaying 8 items.
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios (Q1635895) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- Sparse and stable Markowitz portfolios (Q3069222) (← links)
- Sparse Portfolios for High-Dimensional Financial Index Tracking (Q4621524) (← links)
- Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)
- A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)