Pages that link to "Item:Q2301211"
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The following pages link to Improved estimation of optimal portfolio with an application to the US stock market (Q2301211):
Displaying 5 items.
- 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)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Nonparametric predictive inference for two future observations with right-censored data (Q6667680) (← links)