Pages that link to "Item:Q1879132"
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The following pages link to Sensitivity to estimation errors in mean-variance models (Q1879132):
Displaying 9 items.
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
- Sensitivity analysis of portfolio properties with budget constraints (Q548468) (← links)
- On the sensitivity of the results of least-squares adjustments concerning the stochastic model (Q697273) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- The Errors-in-Variable Model in the Optimal Portfolio Construction (Q3011185) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)