Pages that link to "Item:Q5125040"
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The following pages link to Lasso-based simulation for high-dimensional multi-period portfolio optimization (Q5125040):
Displayed 4 items.
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Efficient social distancing during the COVID-19 pandemic: integrating economic and public health considerations (Q2171542) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)