Rigamonti, Andrea; Lučivjanská, Katarína Mean-semivariance portfolio optimization using minimum average partial. (English) Zbl 1537.91286 Ann. Oper. Res. 334, No. 1-3, 185-203 (2024). MSC: 91G10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Rigamonti, Andrea; Weissensteiner, Alex Asset allocation under predictability and parameter uncertainty using Lasso. (English) Zbl 07304208 Comput. Manag. Sci. 17, No. 2, 179-201 (2020). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
