Pages that link to "Item:Q2351637"

The following pages link to Diversified minimum-variance portfolios (Q2351637):

Displaying 19 items.

• The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
• On the diversity constraints for portfolio optimization (Q280668) (← links)
• What is the optimal weight for gold in a portfolio? (Q829152) (← links)
• Diversity-weighted portfolios with negative parameter (Q902178) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• Managing portfolio diversity within the mean variance theory (Q2288943) (← links)
• An optimization-diversification approach to portfolio selection (Q2301189) (← links)
• Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
• Variance matters (in stochastic dividend discount models) (Q2351639) (← links)
• Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
• The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
• Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
• A note on the investment proportions of a minimum-variance equity portfolio (Q2845938) (← links)
• Diversified Portfolios in Continuous Time * (Q4798680) (← links)
• Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
• Supervised portfolios (Q6158392) (← links)
• Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)