Pages that link to "Item:Q2271631"
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The following pages link to Flexible shrinkage in portfolio selection (Q2271631):
Displaying 6 items.
- A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (Q2847243) (← links)
- Moment identity for discrete random variable and its applications (Q3143504) (← links)
- Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
