Pages that link to "Item:Q978811"
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The following pages link to Risk minimization through portfolio replication (Q978811):
Displaying 13 items.
- Divergent estimation error in portfolio optimization and in linear regression (Q978608) (← links)
- Maximizing and minimizing investment concentration with constraints of budget and investment risk (Q2150048) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (Q3302958) (← links)
- Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
- Macroscopic relationship in primal-dual portfolio optimization problem (Q4964477) (← links)
- Validation of the replica trick for simple models (Q4964563) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Analysis of overfitting in the regularized Cox model (Q5059054) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- A new spin on optimal portfolios and ecological equilibria (Q5158914) (← links)
