Pages that link to "Item:Q827241"
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The following pages link to \(l_1\)-regularization for multi-period portfolio selection (Q827241):
Displayed 4 items.
- A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers (Q2208931) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)