Pages that link to "Item:Q745427"
From MaRDI portal
The following pages link to A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427):
Displaying 22 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory (Q2911668) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)
- An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Rational explanation for rule-of-thumb practices in asset allocation (Q5120738) (← links)
- Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models (Q5400826) (← links)
- Visual tests for elliptically symmetric distributions (Q6541708) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
