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Latest revision as of 23:07, 29 July 2024

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Sparse minimax portfolio and Sharpe ratio models
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    Sparse minimax portfolio and Sharpe ratio models (English)
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    23 August 2022
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    sparse minimax portfolio selection model
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    Sharpe ratio
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    short selling
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    sparse mean-variance model
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    \(l_p\) regularization
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