Pages that link to "Item:Q1752196"
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The following pages link to Bayesian estimation of the global minimum variance portfolio (Q1752196):
Displaying 25 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
- Bayesian estimation of the efficient frontier (Q5242893) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency (Q6176420) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
