Pages that link to "Item:Q2658801"
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The following pages link to High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801):
Displaying 22 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Risks of large portfolios (Q494174) (← links)
- Factor neutral portfolios (Q747746) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Hierarchical Bayes methods for multifactor model estimation and portfolio selection (Q2784082) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- On LASSO for high dimensional predictive regression (Q6600010) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
