Pages that link to "Item:Q4645332"
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The following pages link to BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332):
Displaying 6 items.
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← 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)
