Pages that link to "Item:Q3116117"
From MaRDI portal
The following pages link to Performance of Portfolios Optimized with Estimation Error (Q3116117):
Displaying 20 items.
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- Divergent estimation error in portfolio optimization and in linear regression (Q978608) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- On the market price of risk (Q2230759) (← links)
- ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764) (← links)
- Jackknife Estimator for Tracking Error Variance of Optimal Portfolios (Q3117837) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- Note—Naive Diversification and Portfolio Risk—A Note (Q3718439) (← links)
- An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (Q4554758) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Estimation risk and the implicit value of index-tracking (Q5068090) (← links)
- Efficient cluster-based portfolio optimization (Q5082777) (← links)
- Noise fit, estimation error and a Sharpe information criterion (Q5139211) (← links)
- Portfolio performance evaluation with loss aversion (Q5245027) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)