Pages that link to "Item:Q641134"
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The following pages link to Mean-variance portfolio optimization when means and covariances are unknown (Q641134):
Displayed 6 items.
- Robust inference of risks of large portfolios (Q308377) (← links)
- Risks of large portfolios (Q494174) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)