Pages that link to "Item:Q2022191"
From MaRDI portal
The following pages link to Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191):
Displaying 3 items.
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
