The following pages link to (Q5399846):
Displaying 7 items.
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Improved estimation of optimal portfolio with an application to the US stock market (Q2301211) (← links)
- New expected value expansions of rooted graphs (Q2343567) (← links)
- Markowitz revisited: mean-variance models in financial portfolio analysis (Q2706425) (← links)
- The optimal portfolio with a modified covariance matrix using the clustering method (Q2924715) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Universal portfolios generated by Toeplitz matrices (Q6075664) (← links)