Pages that link to "Item:Q1622825"
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The following pages link to A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825):
Displaying 12 items.
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
- Mathematical optimization models for reallocating and sharing health equipment in pandemic situations (Q6113556) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
