Statistical portfolio estimation under the utility function depending on exogenous variables
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Cites work
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- Limiting behavior of functionals of higher-order sample cumulant spectra
- On estimation of the integrals of the fourth order cumulant spectral density
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Cited in
(4)- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood
- scientific article; zbMATH DE number 6766521 (Why is no real title available?)
- scientific article; zbMATH DE number 6177832 (Why is no real title available?)
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