Pages that link to "Item:Q2241053"
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The following pages link to Fused Lasso approach in portfolio selection (Q2241053):
Displaying 6 items.
- A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers (Q2208931) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
