Pages that link to "Item:Q5107390"
From MaRDI portal
The following pages link to High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390):
Displaying 3 items.
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
