Pages that link to "Item:Q476227"
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The following pages link to High dimensional mean-variance optimization through factor analysis (Q476227):
Displaying 8 items.
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937) (← links)
- Directed Principal Component Analysis (Q2931712) (← links)
- On a DC-optimization-problem from statistical factor analysis (Q3489803) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- Integrating prediction in mean-variance portfolio optimization (Q6158411) (← links)