Pages that link to "Item:Q2320465"
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The following pages link to Un-diversifying during crises: is it a good idea? (Q2320465):
Displaying 5 items.
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)