//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of computational economics and econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Global Minimum Variance Portfolio"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Analysis of variance
1
Correlation
1
Estimation theory
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Sharpe ratio
1
Varianzanalyse
1
constrained maximum likelihood estimation
1
covariance matrix
1
efficient frontier
1
global minimum variance portfolio
1
mean-variance optimisation
1
quadratic matrix equation
1
sample covariance matrix
1
shrinkage estimator
1
singular
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pearson, Neil D.
1
Yilmaz, Hilal
1
Published in...
All
International journal of computational economics and econometrics
European journal of operational research : EJOR
3
Finance research letters
3
Annals of finance
1
Applied economics letters
1
Asia Pacific financial markets
1
Australian Journal of Management
1
CFR Working Paper
1
CFR Working Papers
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Discussion Papers in Econometrics and Statistics
1
Discussion Papers in Statistics and Econometrics
1
EconomiX Working Papers
1
Economics Papers from University Paris Dauphine
1
European Journal of Operational Research
1
Finance Research Letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Empirical Finance
1
Journal of Risk and Financial Management
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
MPRA Paper
1
Metrika
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research paper series / Swiss Finance Institute
1
Revista Brasileira de Finanças : RBFin
1
Schmalenbach Business Review (sbr)
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier
Yilmaz, Hilal
;
Pearson, Neil D.
- In:
International journal of computational economics and …
6
(
2016
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011588856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->