Pages that link to "Item:Q3107437"
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The following pages link to On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437):
Displaying 8 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
