Pages that link to "Item:Q1621911"
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The following pages link to Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911):
Displaying 10 items.
- Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (Q2011042) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Mean-semivariance portfolio optimization using minimum average partial (Q6547044) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)