Pages that link to "Item:Q4631770"
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The following pages link to Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770):
Displaying 4 items.
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)