The following pages link to Erik Thorsén (Q2051166):
Displaying 5 items.
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6077690) (← links)
- Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio (Q6603492) (← links)
