Pages that link to "Item:Q2514715"
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The following pages link to Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715):
Displayed 10 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Evidence regarding external financing in manufacturing MSEs using partial least squares regression (Q2241115) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
- A Network Approach to Risk Theory and Portfolio Selection (Q4609751) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)