Pages that link to "Item:Q4176280"
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The following pages link to The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (Q4176280):
Displaying 8 items.
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Bayesian analysis in econometrics (Q1262067) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- Long-term dynamic asset allocation under asymmetric risk preferences (Q6090179) (← links)
