Pages that link to "Item:Q6079984"

The following pages link to A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984):

Displaying 3 items.

• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
• A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)
• The performance of bank portfolio optimization (Q6146623) (← links)