scientific article

DOI10.3969/J.ISSN.1001-4268.2021.03.001zbMATH Open1488.62189MaRDI QIDQ3380820

Author name not available (Why is that?)

Publication date: 29 September 2021

Title of this publication is not available (Why is that?)

zbMATH Keywords

variable selectionindex trackingpath consistencynonnegative sparse group Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Related Items (3)

Time-weighted nonnegative bridge index-tracking model and its application ⋮ Nonnegative group bridge and application in financial index tracking ⋮ Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3380820)