Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Group sparse"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Enhanced indexation
2
Index
2
Index number
2
Theorie
2
Theory
2
Aktienindex
1
Algorithm
1
Algorithmus
1
Alternating minimization algorithm
1
Beta risk
1
Beta value
1
Betafaktor
1
CAPM
1
Data-driven learning
1
Group sparse
1
Group-sparse optimization
1
Mathematical programming
1
Mathematische Optimierung
1
Out-of-sample analysis
1
Portfolio selection
1
Portfolio-Management
1
Stock index
1
Worst-case CVaR
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Xu, Fengmin
2
Allen-Zhao, Zhihua
1
Dai, Yu-Hong
1
Liu, Sanyang
1
Lu, Haibing
1
Ma, Jieao
1
Published in...
All
Computers & operations research : an international journal
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust enhanced indexation optimization with sparse industry layout constraint
Allen-Zhao, Zhihua
;
Xu, Fengmin
;
Dai, Yu-Hong
;
Liu, Sanyang
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014557812
Saved in:
2
Group
sparse
enhanced indexation model with adaptive beta value
Xu, Fengmin
;
Ma, Jieao
;
Lu, Haibing
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1905-1926
Persistent link: https://www.econbiz.de/10013367961
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
