The following pages link to (Q3524409):
Displaying 10 items.
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Intradaily dynamic portfolio selection (Q2445697) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
- Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913) (← links)
- (Q3640248) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
