An Adaptive Regularization Approach to Portfolio Optimization

2021 ◽  
Author(s):  
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Abdelrahman S. Abdelrahman ◽  
Ali H. Muqaibel ◽  
Tareq Y. Al-Naffouri
Keyword(s):  
Portfolio Optimization ◽  
Adaptive Regularization

Exploration portfolio optimization for increase of investment effectiveness

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A.A. Vashkevich ◽  
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A.S. Bochkov ◽  
V.V. Zhukov ◽  
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A portfolio optimization model for corporate bonds subject to credit risk

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Katsuya Komoribayashi
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Credit Risk ◽  
Portfolio Optimization ◽  
Optimization Model ◽  
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Portfolio Optimization Model
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