The following pages link to Risks of large portfolios (Q494174):
Displaying 15 items.
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
