Comparison of different estimation techniques for portfolio selection

ISSN： 1863-8171

Source： AStA Advances in Statistical Analysis, Vol.91, Iss.2, 2007-08, pp. : 109-127

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Comparison of Ability Estimation Methods Using IRT for Tests with Different Degrees of Difficulty

By Borgatto Adriano Ferreti Azevedo Caio Pinheiro Aluisio Andrade Dalton

Communications in Statistics: Simulation and Computation, Vol. 44, Iss. 2, 2015-02 ,pp. : 474-488

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation and Accuracy After Model Selection

By Efron Bradley

Journal of the American Statistical Association, Vol. 109, Iss. 507, 2014-07 ,pp. : 991-1007

Taylor & Francis Ltd

Access to resources Recommend Favorite

A comparison of multivariate signal discrimination techniques

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 3, 2015-02 ,pp. : 494-506

Taylor & Francis Ltd

Access to resources Recommend Favorite

Variable Selection for Heteroscedastic Data Through Variance Estimation

By Baek Songjoon

Communications in Statistics: Simulation and Computation, Vol. 34, Iss. 3, 2005-01 ,pp. : 567-583

Taylor & Francis Ltd

Access to resources Recommend Favorite

Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations

By Healey Christopher Goldsman David Kim Seong-Hee

Sequential Analysis, Vol. 28, Iss. 4, 2009-10 ,pp. : 459-474

Taylor & Francis Ltd

Access to resources Recommend Favorite