Pages that link to "Item:Q5129173"
From MaRDI portal
The following pages link to Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173):
Displaying 4 items.
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Robust linear classification from limited training data (Q2163210) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
