Pages that link to "Item:Q5247282"
From MaRDI portal
The following pages link to Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282):
Displaying 17 items.
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Adaptive projected gradient thresholding methods for constrained \(l_0\) problems (Q892792) (← links)
- Tracking hedge funds returns using sparse clones (Q1621921) (← links)
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
- A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization (Q5210511) (← links)
- High-dimensional sparse index tracking based on a multi-step convex optimization approach (Q6053116) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)