Pages that link to "Item:Q2911668"
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The following pages link to On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory (Q2911668):
Displaying 14 items.
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
