- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1743-4637
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Sparsity and stability for minimum-variance portfolios ; day:11 ; month:3 ; year:2022 ; pages:1-22
Risk management ; (11.3.2022), 1-22
- Classification
-
Wirtschaft
- Creator
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1057/s41283-022-00091-0
- URN
-
urn:nbn:de:101:1-2022060517483601164585
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 15.08.2025, 7:25 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Husmann, Sven
- Shivarova, Antoniya
- Steinert, Rick
- SpringerLink (Online service)
Other Objects (12)
Predicting the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Bayesian estimation of the global minimum variance portfolio
On the estimation of the global minimum variance portfolio
A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
Linear statistical inference for global and local minimum variance portfolios
The performance of minimum variance portfolios in the Croatian tourism sector
Minimum variance portfolio in ASEAN-6 stock markets diversification: A Vietnamese perspective
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Predicting the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Bayesian estimation of the global minimum variance portfolio
On the estimation of the global minimum variance portfolio
A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
Linear statistical inference for global and local minimum variance portfolios
The performance of minimum variance portfolios in the Croatian tourism sector
Minimum variance portfolio in ASEAN-6 stock markets diversification: A Vietnamese perspective
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Predicting the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Dominating estimators for the global minimum variance portfolio
Bayesian estimation of the global minimum variance portfolio
On the estimation of the global minimum variance portfolio
A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
Linear statistical inference for global and local minimum variance portfolios
The performance of minimum variance portfolios in the Croatian tourism sector
Minimum variance portfolio in ASEAN-6 stock markets diversification: A Vietnamese perspective
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
Are minimum variance portfolios in multi-factor models long in low-beta assets?