Pages that link to "Item:Q2057226"
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The following pages link to Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226):
Displaying 11 items.
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)
- Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
