Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics Author(s) Stelios Arvanitis Read more about Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics
Sparse spanning portfolios and under-diversification with second-order stochastic dominance Author(s) Stelios Arvanitis Read more about Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Efficient mean-variance portfolio selection by double regularization Author(s) N'Golo Kone Read more about Efficient mean-variance portfolio selection by double regularization
Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model Author(s) Sepideh Dolatabadi Ke Xu Morten Ø. Nielsen Paresh Kumar Narayan Read more about Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model
Precautionary Saving And Portfolio Allocation: Dp By Gmm Author(s) Marc-Andre Letendre Gregor W. Smith Read more about Precautionary Saving And Portfolio Allocation: Dp By Gmm
