Pages that link to "Item:Q744224"

The following pages link to Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224):

Displaying 16 items.

• On solutions of sparsity constrained optimization (Q259112) (← links)
• Projection algorithms for nonconvex minimization with application to sparse principal component analysis (Q312468) (← links)
• Tracking hedge funds returns using sparse clones (Q1621921) (← links)
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
• DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
• Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
• Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
• On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms (Q2800370) (← links)
• On Comparing the Influences of Exogenous Information on Bitcoin Prices and Stock Index Values (Q3294786) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
• Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)