Pages that link to "Item:Q2461273"
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The following pages link to Sequential monitoring of minimum variance portfolio (Q2461273):
Displaying 6 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- Monitoring active portfolios using statistical process control (Q2715562) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)