Pages that link to "Item:Q2514708"
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The following pages link to The benefits of differential variance-based constraints in portfolio optimization (Q2514708):
Displayed 17 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- Feature selection for portfolio optimization (Q1699122) (← links)
- Portfolio management with cryptocurrencies: the role of estimation risk (Q1738423) (← links)
- More possessions, more worry (Q1751286) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Calibration of agricultural risk programming models (Q2630107) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Rational explanation for rule-of-thumb practices in asset allocation (Q5120738) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)