Pages that link to "Item:Q1622090"
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The following pages link to How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090):
Displaying 6 items.
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- Another look at portfolio optimization with mental accounts (Q2668325) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
