Divergent estimation error in portfolio optimization and in linear regression (Q978608): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
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