Pages that link to "Item:Q828760"
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The following pages link to The effect of regularization in portfolio selection problems (Q828760):
Displaying 5 items.
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)