Pages that link to "Item:Q2658801"
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The following pages link to High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801):
Displaying 8 items.
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
