Pages that link to "Item:Q636161"
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The following pages link to Comparison of different estimation techniques for portfolio selection (Q636161):
Displaying 16 items.
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← 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)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Approximating the time-weighted return: the case of flows at unknown time (Q2292174) (← links)
- Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)
- Performance of Portfolios Optimized with Estimation Error (Q3116117) (← links)
- No-transaction bounds and estimation risk (Q3568906) (← links)
- (Q4363242) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
