//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
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
Extensions of Sparse Canonical...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
LASSO
271
Lasso
224
Prognoseverfahren
136
Forecasting model
133
Theorie
133
Theory
128
Regressionsanalyse
82
Regression analysis
80
Estimation theory
72
Schätztheorie
72
Artificial intelligence
54
Künstliche Intelligenz
54
lasso
50
Modellierung
44
Scientific modelling
42
Zeitreihenanalyse
40
Time series analysis
39
Estimation
37
Schätzung
37
Forecasting
36
gene expression
31
Volatility
29
Volatilität
29
Portfolio-Management
27
Variable selection
26
Gene expression
25
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Capital income
24
Kapitaleinkommen
24
Machine learning
22
microarray
22
machine learning
21
ARCH model
20
ARCH-Modell
20
VAR-Modell
20
Welt
20
World
20
elastic net
20
more ...
less ...
Online availability
All
Undetermined
14
Free
10
Type of publication
All
Article
19
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
5
Working Paper
5
Hochschulschrift
3
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
27
Undetermined
1
Author
All
Benschop, Thijs
2
Borke, Lukas
2
Campino, Jonas de Oliveira
2
Chen, Jiaqi
2
Härdle, Wolfgang
2
Medeiros, Marcelo C.
2
Tindall, Michael L.
2
Vigo, Caio
2
Wu, Wenbo
2
Yu, Lining
2
Alonso, Andrés M.
1
Alves, Rafael P.
1
Avagyan, Vahe
1
Bartram, Söhnke M.
1
Branke, Jürgen
1
Brito, Diego S. de
1
Caldeira, João F.
1
Callot, Laurent
1
Chen, Wen
1
Cho, Hoon
1
Chun, Dohyun
1
Ellington, Michael
1
Fastrich, Björn
1
Filomena, Tiago Pascoal
1
Galizia, Frederico
1
Gao, Xiang
1
Gendreau, Brian C.
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
He, Qingyun
1
Hiraki, Kazuhiro
1
Hu, Bo
1
Huang, Weige
1
Huo, Xiaoming
1
Jin, Yong
1
Joo, Young C.
1
Kock, Anders B.
1
Li, Shaoran
1
Luo, Yiling
1
Motahari, Mehrshad
1
more ...
less ...
Institution
All
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Published in...
All
International review of financial analysis
2
Journal of risk management in financial institutions
2
Applied economics
1
Applied economics letters
1
Computational Management Science : CMS
1
Computational management science
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Finance research letters
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Revista Brasileira de Finanças : RBFin
1
Rotman School of Management Working Paper
1
SFB 649 discussion paper
1
Statistics and Econometrics Working Papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Singapore economic review
1
Working papers series in theoretical and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
RePEc
1
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the graphical
lasso
estimation for the precision matrix through roots ot the sample convariance matrix
Avagyan, Vahe
;
Alonso, Andrés M.
;
Nogales, Francisco J.
-
Departamento de Estadistica, Universidad Carlos III de …
-
2014
the graphical
lasso
framework (glasso) that is able to attain better statistical performance without sacrificing too much …
Persistent link: https://www.econbiz.de/10010861866
Saved in:
2
Constructing optimal sparse portfolios using regularization methods
Fastrich, Björn
;
Paterlini, Sandra
;
Winker, Peter
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011285983
Saved in:
3
Four Essays on Robustification of Portfolio Models
Schanbacher, Peter
-
2013
Persistent link: https://www.econbiz.de/10010408120
Saved in:
4
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
autoregressive models. We propose using
Lasso
-type estimators to reduce the dimensionality to a manageable one and provide strong …
Persistent link: https://www.econbiz.de/10010433899
Saved in:
5
Semiparametric characteristics-based models of asset returns
Li, Shaoran
-
2021
Persistent link: https://www.econbiz.de/10012939059
Saved in:
6
Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira
;
Galizia, Frederico
; …
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
Saved in:
7
Lasso
-based index tracking and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
8
A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo
;
Chen, Jiaqi
;
Yang, Zhibin
;
Tindall, Michael L.
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
Saved in:
9
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
10
Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio
- In:
International review of financial analysis
77
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012806338
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->