Pages that link to "Item:Q278053"
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The following pages link to Distributional properties of portfolio weights (Q278053):
Displaying 17 items.
- Estimation risk and the implicit value of index-tracking (Q5068090) (← links)
- Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
- Rational explanation for rule-of-thumb practices in asset allocation (Q5120738) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- A generalized pivotal quantity approach to portfolio selection (Q5138630) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models (Q5400826) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)
- APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (Q5854315) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Bagged Pretested Portfolio Selection (Q6190724) (← links)
- The distribution of sample mean-variance portfolio weights (Q6549271) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)