Pages that link to "Item:Q840988"

The following pages link to Statistical inference of the efficient frontier for dependent asset returns (Q840988):

Displaying 2 items.

• Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
• How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)