Construction, management, and performance of sparse Markowitz portfolios (Q905387): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Sparse and stable Markowitz portfolios
@@ Property / cites work: Sparse and stable Markowitz portfolios / rank @@
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@@ Property / cites work @@
+Atomic Decomposition by Basis Pursuit
@@ Property / cites work: Atomic Decomposition by Basis Pursuit / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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@@ Property / cites work @@
+Temporal Aggregation of Garch Processes
@@ Property / cites work: Temporal Aggregation of Garch Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
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@@ Property / cites work @@
+Graph Implementations for Nonsmooth Convex Programs
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+Smooth minimization of non-smooth functions
@@ Property / cites work: Smooth minimization of non-smooth functions / rank @@
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@@ Property / cites work @@
+A new approach to variable selection in least squares problems
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@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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@@ Property / DOI @@
+.1515/SNDE-2012-0010
@@ Property / DOI: 10.1515/SNDE-2012-0010 / rank @@
+Normal rank