Pages that link to "Item:Q1812298"
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The following pages link to New light on the portfolio allocation problem (Q1812298):
Displaying 21 items.
- A new approach to portfolio theory (Q375081) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
- An algebraic theory of portfolio allocation (Q1407777) (← links)
- Symmetry and order in the portfolio allocation problem (Q1597937) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves (Q1734586) (← links)
- Expected return -- expected loss approach to optimal portfolio investment (Q2112302) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- Portfolio optimization when asset returns have the Gaussian mixture distribution (Q2464229) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- The cost of achieving the best portfolio in hindsight (Q2757576) (← links)
- William F. Sharpe -- selected works. Edited by William F. Sharpe (Q2793815) (← links)
- Portfolio Theory for Independent Assets (Q3343713) (← links)
- Risky asset pricing based on safety first fund management (Q3395744) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- (Q4524248) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)