Pages that link to "Item:Q3444868"
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The following pages link to STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868):
Displaying 13 items.
- A simulation approach to statistical estimation of multiperiod optimal portfolios (Q444214) (← links)
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- A locally asymptotically optimal test with application to financial data (Q1751996) (← links)
- On estimating the rate of return (Q1814446) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
- Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes (Q2839850) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188) (← links)
- Zur optimalen schätzung des strukturparameters eines kollektivs einander ähnlicher kleiner bestände (Q4699068) (← links)
