Pages that link to "Item:Q3648636"
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The following pages link to SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS (Q3648636):
Displaying 10 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)