1

Cardinality versus q -norm constraints for index tracking

Year:
2014
Language:
english
File:
PDF, 2.78 MB
english, 2014
2

Constructing optimal sparse portfolios using regularization methods

Year:
2015
Language:
english
File:
PDF, 539 KB
english, 2015
3

Robust portfolio optimization with a hybrid heuristic algorithm

Year:
2012
Language:
english
File:
PDF, 405 KB
english, 2012
4

Constructing Optimal Sparse Portfolios Using Regularization Methods

Year:
2012
Language:
english
File:
PDF, 565 KB
english, 2012
17

Combining Forecasts with Missing Data: Making Use of Portfolio Theory

Year:
2014
Language:
english
File:
PDF, 873 KB
english, 2014
24

Cardinality versus q-Norm Constraints for Index Tracking

Year:
2010
Language:
english
File:
PDF, 2.23 MB
english, 2010