Pages that link to "Item:Q2176327"

The following pages link to A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327):

Displaying 8 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
• Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
• Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848) (← links)
• A note on the investment proportions of a minimum-variance equity portfolio (Q2845938) (← links)
• An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)