Pages that link to "Item:Q3520338"
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The following pages link to ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS (Q3520338):
Displaying 11 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- (Q5350358) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)