Pages that link to "Item:Q2514709"
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The following pages link to The opportunity cost of mean-variance choice under estimation risk (Q2514709):
Displaying 12 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- More possessions, more worry (Q1751286) (← links)
- Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642) (← links)
- An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (Q4554758) (← links)
