Divergent estimation error in portfolio optimization and in linear regression (Q978608): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q212823 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (5 intermediate revisions by 5 users not shown) | |||
| Property / author | |||
| Property / author: Imre Kondor / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: RiskMetrics / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3101810335 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0710.1855 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Risk minimization through portfolio replication / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Introduction to Modern Portfolio optimization with NUOPT and S-PLUS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Noisy covariance matrices and portfolio optimization. II / rank | |||
Normal rank | |||
Latest revision as of 22:25, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergent estimation error in portfolio optimization and in linear regression |
scientific article |
Statements
Divergent estimation error in portfolio optimization and in linear regression (English)
0 references
25 June 2010
0 references
