Pages that link to "Item:Q2514711"
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The following pages link to Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711):
Displaying 8 items.
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668) (← links)