Pages that link to "Item:Q2288638"
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The following pages link to Sparse mean-reverting portfolios via penalized likelihood optimization (Q2288638):
Displaying 3 items.
- Sparse mean-reverting portfolios via penalized likelihood optimization (Q2288638) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
