Pages that link to "Item:Q2323379"
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The following pages link to Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379):
Displaying 6 items.
- Portfolio analysis with transaction costs under uncertainty (Q267615) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- Large scale portfolio optimization with piecewise linear transaction costs (Q3605210) (← links)
- Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)