Pages that link to "Item:Q641134"

The following pages link to Mean-variance portfolio optimization when means and covariances are unknown (Q641134):

Displaying 17 items.

• Robust inference of risks of large portfolios (Q308377) (← links)
• Risks of large portfolios (Q494174) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• Utility basis of consumption and investment decisions in a risk environment (Q2080979) (← links)
• Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
• Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy (Q2241097) (← links)
• Portfolio selection based on Bayesian theory (Q2298422) (← links)
• The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
• The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049) (← links)
• The Dispersion Bias (Q5080131) (← links)
• Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
• MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
• Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
• Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency (Q6176420) (← links)