Pages that link to "Item:Q2953941"
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The following pages link to Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941):
Displaying 9 items.
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- (Q5487547) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)