Pages that link to "Item:Q4176280"
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The following pages link to The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (Q4176280):
Displaying 5 items.
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Bayesian analysis in econometrics (Q1262067) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Long-term dynamic asset allocation under asymmetric risk preferences (Q6090179) (← links)
