Pages that link to "Item:Q1707049"
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The following pages link to Regularizing portfolio risk analysis: a Bayesian approach (Q1707049):
Displaying 5 items.
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach (Q2240223) (← links)
- Structural analysis of portfolio risk using beta impulse response functions (Q4259388) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)