Pages that link to "Item:Q538296"
From MaRDI portal
The following pages link to Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296):
Displaying 6 items.
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- (Q5490711) (← links)
- Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718) (← links)