Pages that link to "Item:Q3067764"
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The following pages link to ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764):
Displaying 7 items.
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar (Q4689050) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
