No-transaction bounds and estimation risk (Q3568906): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697680903067104
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+W2065032909
@@ Property / OpenAlex ID: W2065032909 / rank @@
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@@ Property / cites work @@
+Portfolio selection and transactions costs
@@ Property / cites work: Portfolio selection and transactions costs / rank @@
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@@ Property / cites work @@
+An Algorithm for Portfolio Optimization with Transaction Costs
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for Markowitz Efficient Portfolios
@@ Property / cites work: Estimation for Markowitz Efficient Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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@@ Property / cites work @@
+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of different estimation techniques for portfolio selection
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@@ Property / cites work @@
+Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
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@@ links / mardi / name / links / mardi / name @@
+Publication:3568906