Pages that link to "Item:Q2320464"
From MaRDI portal
The following pages link to Sparse precision matrices for minimum variance portfolios (Q2320464):
Displaying 5 items.
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)