Pages that link to "Item:Q90168"
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The following pages link to Estimation of the global minimum variance portfolio in high dimensions (Q90168):
Displaying 32 items.
- A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- HDShOP (Q1352979) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- On the realized risk of high-dimensional Markowitz portfolios (Q2873148) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- The distribution of sample mean-variance portfolio weights (Q6549271) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- On the Combination of Naive and Mean-Variance Portfolio Strategies (Q6626255) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)
