The following pages link to Nestor Parolya (Q90166):
Displayed 7 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q90169) (← links)
- Statistical Inference for the Expected Utility Portfolio in High Dimensions (Q90170) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q90173) (← links)
- Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (Q121691) (← links)
- DOSPortfolio (Q1352977) (← links)
- HDShOP (Q1352979) (← links)