Pages that link to "Item:Q2514711"
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The following pages link to Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711):
Displaying 16 items.
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- The Errors-in-Variable Model in the Optimal Portfolio Construction (Q3011185) (← links)
- (Q4862268) (← links)
- The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668) (← links)
- (Q5490711) (← links)