The following pages link to (Q3524411):
Displayed 6 items.
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm (Q454264) (← links)
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)