Pages that link to "Item:Q1621911"
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The following pages link to Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911):
Displayed 6 items.
- Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)