The following pages link to (Q5361360):
Displaying 10 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- On the non-stationarity of financial time series: impact on optimal portfolio selection (Q3301374) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (Q3644885) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- (Q5399846) (← links)