Pages that link to "Item:Q470428"
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The following pages link to Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428):
Displaying 5 items.
- Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
- Gaussian and logistic adaptations of smoothed safety first (Q470737) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)