Pages that link to "Item:Q5238992"
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The following pages link to Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q5238992):
Displaying 9 items.
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
