Pages that link to "Item:Q497474"
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The following pages link to A theoretical foundation of portfolio resampling (Q497474):
Displayed 4 items.
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)