Pages that link to "Item:Q3445887"
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The following pages link to EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887):
Displayed 9 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS (Q3648636) (← links)
- (Q5069556) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Control charts for high-dimensional time series with estimated in-control parameters (Q6186408) (← links)