Pages that link to "Item:Q5131405"

The following pages link to Regularizing portfolio optimization (Q5131405):

Displaying 8 items.

• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
• Optimal trading strategies—a time series approach (Q3302654) (← links)
• Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
• (Q4614099) (← links)
• A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
• Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
• Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)