Pages that link to "Item:Q4555586"
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The following pages link to Sparse Weighted-Norm Minimum Variance Portfolios (Q4555586):
Displaying 4 items.
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
