Bagged Pretested Portfolio Selection (Q6190724): Difference between revisions

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+Developing new portfolio strategies by aggregation
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+Sparse and stable Markowitz portfolios
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+Analyzing bagging
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+Breakthroughs in statistics. Volume I: Foundations and basic theory
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+Vast Portfolio Selection With Gross-Exposure Constraints
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+Dominating estimators for minimum-variance portfolios
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Distributional properties of portfolio weights
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+Q4869559
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+Robust forecast combinations
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+Sparse Weighted-Norm Minimum Variance Portfolios
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