Pages that link to "Item:Q2700403"
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The following pages link to High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403):
Displaying 7 items.
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection (Q2288970) (← links)
- Sparse Portfolios for High-Dimensional Financial Index Tracking (Q4621524) (← links)
- Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
- Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (Q6591682) (← links)