Pages that link to "Item:Q2457772"
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The following pages link to Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772):
Displaying 5 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)