Pages that link to "Item:Q3116117"
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The following pages link to Performance of Portfolios Optimized with Estimation Error (Q3116117):
Displaying 11 items.
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- On the market price of risk (Q2230759) (← links)
- ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Estimation risk and the implicit value of index-tracking (Q5068090) (← links)
- Noise fit, estimation error and a Sharpe information criterion (Q5139211) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
