Pages that link to "Item:Q2434848"

The following pages link to Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848):

Displaying 9 items.

• A Bayesian decision model based on expected utility and uncertainty risk (Q279618) (← links)
• Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
• Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
• The global minimum variance hedge (Q2211002) (← links)
• A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
• Another look at portfolio optimization with mental accounts (Q2668325) (← links)
• Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
• Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)