Mean-variance portfolio optimization when means and covariances are unknown (Q641134): Difference between revisions

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+.0996
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+Regularized estimation of large covariance matrices
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+Computing efficient frontiers using estimated parameters
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+High dimensional covariance matrix estimation using a factor model
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Estimation for Markowitz Efficient Portfolios
@@ Property / cites work: Estimation for Markowitz Efficient Portfolios / rank @@
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+Q3499189
@@ Property / cites work: Q3499189 / rank @@
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+Risk and asset allocation.
@@ Property / cites work: Risk and asset allocation. / rank @@
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+Q5289008
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+Publication:641134