Pages that link to "Item:Q3143705"
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The following pages link to Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705):
Displaying 9 items.
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Another look at portfolio optimization with mental accounts (Q2668325) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
