Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach-Reference-Cited by-同舟云学术

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Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach

Published:2022 Issue: Volume:10 Page:86636-86646
ISSN:2169-3536
Container-title:IEEE Access
language:
Short-container-title:IEEE Access

Author:

Mahadi Maaz¹^ORCID,Ballal Tarig²^ORCID,Moinuddin Muhammad¹^ORCID,Al-Saggaf Ubaid M.¹^ORCID

Affiliation:

1. Center of Excellence in Intelligent Engineering Systems (CEIES), King Abdulaziz University, Jeddah, Saudi Arabia

2. Division of Computer, Electrical and Mathematical Sciences and Engineering (CEMSE), King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia

Funder

Deanship of Scientific Research (DSR), King Abdulaziz University (KAU), Jeddah, Saudi Arabia

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering

Link

http://xplorestaging.ieee.org/ielx7/6287639/9668973/09853544.pdf?arnumber=9853544

Reference31 articles.

1. An Adaptive Regularization Approach to Portfolio Optimization

2. Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk

3. Parameter Estimation in the Presence of Bounded Data Uncertainties

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Regularized K-means Autoregressive Shrinkage Method to Portfolio Optimization;Highlights in Business, Economics and Management;2023-02-16

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