Pages that link to "Item:Q2275651"
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The following pages link to CUSUM control charts for monitoring optimal portfolio weights (Q2275651):
Displaying 5 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Monitoring the mean of multivariate financial time series (Q6570581) (← links)
- Testing for parameter changes in linear state space models (Q6579702) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
