Pages that link to "Item:Q2656730"
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The following pages link to A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730):
Displaying 6 items.
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)