Pages that link to "Item:Q451456"
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The following pages link to Linear statistical inference for global and local minimum variance portfolios (Q451456):
Displaying 28 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← 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)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- On the market price of risk (Q2230759) (← links)
- Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
- Diversified minimum-variance portfolios (Q2351637) (← links)
- Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- Another look at portfolio optimization with mental accounts (Q2668325) (← links)
- A note on the investment proportions of a minimum-variance equity portfolio (Q2845938) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- The Distribution of the Sample Minimum-Variance Frontier (Q3117730) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Econometrics of portfolio risk analysis† (Q3335461) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
