Pages that link to "Item:Q3114766"
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The following pages link to A Mean-Variance Analysis of Self-Financing Portfolios (Q3114766):
Displaying 6 items.
- Equilibrium asset pricing and the cross section of expected returns (Q2045093) (← links)
- On the market price of risk (Q2230759) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)