Minimizing loss probability bounds for portfolio selection (Q439383): Difference between revisions

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+Coherent Measures of Risk
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+A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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+The sample complexity of pattern classification with neural networks: the size of the weights is more important than the size of the network
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+Sparse and stable Markowitz portfolios
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Q5462189
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+The elements of statistical learning. Data mining, inference, and prediction
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Safety First and the Holding of Assets
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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