Pages that link to "Item:Q2191518"
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The following pages link to Large-scale minimum variance portfolio allocation using double regularization (Q2191518):
Displaying 6 items.
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)