On the application of new tests for structural changes on global minimum-variance portfolios (Q379943): Difference between revisions

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+Break detection in the covariance structure of multivariate time series models
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+Monitoring Structural Change
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+Monitoring correlation change in a sequence of random variables
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+Mean-variance portfolios using Bayesian vector-autoregressive forcasts
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+CUSUM control charts for monitoring optimal portfolio weights
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+Risk neutral and risk averse power optimization in electricity networks with dispersed generation
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+A new test for structural stability in the linear regression model
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+Q3948492
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+A new fluctuation test for constant variances with applications to finance
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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