Pages that link to "Item:Q4661427"
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The following pages link to Finite Sample Properties of Estimators for the Optimal Portfolio Weight (Q4661427):
Displaying 3 items.
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
