A Note on the Mean-Variance Analysis of Self-Financing Portfolios-Reference-Cited by-同舟云学术

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A Note on the Mean-Variance Analysis of Self-Financing Portfolios

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bai Zhidong,Liu Huixia,Wong Wing-Keung

Publisher

Elsevier BV

Reference54 articles.

1. International Diversification versus Domestic diversification: Mean-Variance Portfolio Optimization and stochastic dominance approaches;F Abid;Journal of Risk and Financial Management,2014

2. Optimal currency hedging;Rui Albuquerque;Global Finance Journal,2007

3. Methodologies in spectral analysis of large dimensional random matrices, a review;Z D Bai;Statistica Sinica,1999

4. Asymptotics of eigenvectors of large sample covariance matrix;Z D Bai;Annals of Probability,2007

5. The best estimation for high-dimensional Markowitz mean-variance optimization;Z D Bai;MPRA Paper,2013

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1. Applications of Econometrics in Research;SSRN Electronic Journal;2018

2. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections;SSRN Electronic Journal;2018

3. Management Information, Decision Sciences, and Financial Economics: A Connection;SSRN Electronic Journal;2018

4. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections;SSRN Electronic Journal;2018

5. Asset Performance Evaluation with the Mean-Variance Ratio;SSRN Electronic Journal;2011

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