Pages that link to "Item:Q444214"
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The following pages link to A simulation approach to statistical estimation of multiperiod optimal portfolios (Q444214):
Displaying 6 items.
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- A distribution-free approach to estimating best response values with application to mutual fund performance modeling (Q1780762) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- Zur optimalen schätzung des strukturparameters eines kollektivs einander ähnlicher kleiner bestände (Q4699068) (← links)