Pages that link to "Item:Q2294454"
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The following pages link to High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454):
Displaying 17 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764) (← links)
- Large portfolio allocation using high-frequency financial data (Q1782099) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
