Pages that link to "Item:Q2355895"
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The following pages link to On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895):
Displaying 10 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility (Q2806891) (← links)
- Safety-first portfolio selection (Q5918317) (← links)
