Pages that link to "Item:Q3069222"
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The following pages link to Sparse and stable Markowitz portfolios (Q3069222):
Displayed 10 items.
- Wavelet transform with special boundary treatment for 1D data (Q382442) (← links)
- 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)
- An iterative algorithm for sparse and constrained recovery with applications to divergence-free current reconstructions in magneto-encephalography (Q1946625) (← links)
- THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (Q2847243) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498) (← links)