Pages that link to "Item:Q2051167"

The following pages link to Quantile-based optimal portfolio selection (Q2051167):

Displaying 3 items.

• A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)