Pages that link to "Item:Q2355106"
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The following pages link to Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106):
Displaying 6 items.
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
