Pages that link to "Item:Q1683161"

The following pages link to Asset allocation with correlation: a composite trade-off (Q1683161):

Displaying 9 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Long-run wavelet-based correlation for financial time series (Q724160) (← links)
• Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
• Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
• Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• An omega portfolio model with dynamic return thresholds (Q6079993) (← links)