Pages that link to "Item:Q745427"
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The following pages link to A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427):
Displaying 8 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
