Pages that link to "Item:Q2320916"
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The following pages link to Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916):
Displaying 4 items.
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- An improvement of the parameter certainty equivalence method in portfolio selection (Q1415422) (← links)
- The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)