Pages that link to "Item:Q2355718"
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The following pages link to Constructing optimal sparse portfolios using regularization methods (Q2355718):
Displaying 27 items.
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Tracking hedge funds returns using sparse clones (Q1621921) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- A Tikhonov regularized penalty function approach for solving polylinear programming problems (Q2406305) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Portfolio Selection with Regularization (Q5865917) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
