Pages that link to "Item:Q4621524"
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The following pages link to Sparse Portfolios for High-Dimensional Financial Index Tracking (Q4621524):
Displaying 16 items.
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Sparse index tracking using sequential Monte Carlo (Q5039622) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
- Portfolio construction as linearly constrained separable optimization (Q6050367) (← links)
- A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- A Path-Based Approach to Constrained Sparse Optimization (Q6202768) (← links)
- Sparse recovery under nonnegativity and sum-to-one constraints (Q6576943) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
- Constrained mix sparse optimization via hard thresholding pursuit (Q6635782) (← links)
