Pages that link to "Item:Q2140218"
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The following pages link to Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218):
Displaying 7 items.
- Feature selection for portfolio optimization (Q1699122) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- Improved estimation of optimal portfolio with an application to the US stock market (Q2301211) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)