Pages that link to "Item:Q3632865"
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The following pages link to Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches (Q3632865):
Displaying 10 items.
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- Portfolio choice and the Bayesian Kelly criterion (Q4332214) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance (Q6596984) (← links)
