Multiple tests for the performance of different investment strategies (Q1633252): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+A general approach to Bayesian portfolio optimization
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Dominating estimators for minimum-variance portfolios
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+Robust Portfolio Selection Problems
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+An interior-point method for a class of saddle-point problems
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+Resampling methods for dependent data
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+Q5706744
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+Q4869559
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+The Stationary Bootstrap
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+Q4403179
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+FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
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+Stepwise Multiple Testing as Formalized Data Snooping
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+Q3237829
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+A Reality Check for Data Snooping
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+Publication:1633252