Pages that link to "Item:Q2932763"
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The following pages link to Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763):
Displaying 15 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
- (Q4927620) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
- A generalized pivotal quantity approach to portfolio selection (Q5138630) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
