On the role of norm constraints in portfolio selection (Q645500): Difference between revisions

@@ Property / describes a project that uses @@
+ElemStatLearn
@@ Property / describes a project that uses: ElemStatLearn / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10287-011-0130-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2066405619
@@ Property / OpenAlex ID: W2066405619 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3341651
@@ Property / cites work: Q3341651 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+The sample complexity of pattern classification with neural networks: the size of the weights is more important than the size of the network
+Normal rank
@@ Property / cites work @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Robust linear optimization under general norms.
@@ Property / cites work: Robust linear optimization under general norms. / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse and stable Markowitz portfolios
@@ Property / cites work: Sparse and stable Markowitz portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness and sensitivity analysis of risk measurement procedures
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+Robust portfolios: contributions from operations research and finance
+Normal rank
@@ Property / cites work @@
+Robust international portfolio management
@@ Property / cites work: Robust international portfolio management / rank @@
+Normal rank
@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q5462189
@@ Property / cites work: Q5462189 / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-case robust decisions for multi-period mean-variance portfolio optimization
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Q4779122
@@ Property / cites work: Q4779122 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust portfolio asset allocation and risk measures
+Normal rank
@@ Property / cites work @@
+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
+Normal rank
@@ Property / cites work @@
+Generalization performance of regularization networks and support vector machines via entropy numbers of compact operators
+Normal rank
@@ Property / cites work @@
+Robust Regression and Lasso
@@ Property / cites work: Robust Regression and Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Robust portfolio optimization with derivative insurance guarantees
+Normal rank