Pages that link to "Item:Q1415422"
From MaRDI portal
The following pages link to An improvement of the parameter certainty equivalence method in portfolio selection (Q1415422):
Displaying 3 items.
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)