Sparse minimax portfolio and Sharpe ratio models (Q2165774): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Q200495 / rank | |||
| Property / author | |||
| Property / author: Xiao Qi Yang / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/jimo.2021111 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3173380940 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 02:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse minimax portfolio and Sharpe ratio models |
scientific article |
Statements
Sparse minimax portfolio and Sharpe ratio models (English)
0 references
23 August 2022
0 references
sparse minimax portfolio selection model
0 references
Sharpe ratio
0 references
short selling
0 references
sparse mean-variance model
0 references
\(l_p\) regularization
0 references
