Unified mean-variance feature screening for ultrahigh-dimensional regression

2022 ◽  
Author(s):  
Liming Wang ◽  
Xingxiang Li ◽  
Xiaoqing Wang ◽  
Peng Lai
Keyword(s):  
Feature Screening ◽  
Mean Variance

A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis

2019 ◽  
Vol 137 ◽  
pp. 155-169
Author(s):  
Shengmei He ◽  
Shuangge Ma ◽  
Wangli Xu
Keyword(s):  
Discriminant Analysis ◽  
Screening Procedure ◽  
Feature Screening ◽  
Mean Variance

scholarly journals Fused mean–variance filter for feature screening

2018 ◽  
Vol 122 ◽  
pp. 18-32 ◽  
Author(s):  
Xiaodong Yan ◽  
Niansheng Tang ◽  
Jinhan Xie ◽  
Xianwen Ding ◽  
Zhiqiang Wang
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Variance Filter ◽  
Mean Variance

Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters

1995 ◽  
Vol 1995 (3) ◽  
pp. 61-64, 70 ◽  
Author(s):  
Paul D. Kaplan
Keyword(s):  
Real Estate ◽  
Asset Allocation ◽  
Mean Variance

Dynamic Mean–Variance Asset Allocation

CFA Digest ◽  
2010 ◽  
Vol 40 (4) ◽  
pp. 47-49
Author(s):  
Johann U. de Villiers
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Asset Allocation ◽  
Mean Variance

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
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Mean-Variance Convergence Around the World

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Cheol S. Eun ◽  
Jinsoo Lee
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Are Fund Investors Smart Enough to Know About the Mean-Variance Relation?

2012 ◽  
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Fabian Irek ◽  
Thorsten Lehnert
Keyword(s):  
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