The following pages link to (Q5490711):
Displaying 4 items.
- Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Algorithmic Applications in Management (Q5710140) (← links)