Pages that link to "Item:Q840988"
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The following pages link to Statistical inference of the efficient frontier for dependent asset returns (Q840988):
Displaying 5 items.
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Bayesian estimation of the efficient frontier (Q5242893) (← links)
- Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003) (← links)