Pages that link to "Item:Q3069222"
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The following pages link to Sparse and stable Markowitz portfolios (Q3069222):
Displayed 4 items.
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- L1Packv2: A Mathematica package for minimizing an \(\ell _{1}\)-penalized functional (Q711066) (← links)