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https://doi.org/10.2139/ssrn.3108888

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-3-642-31742-2openalex-extracted
Discrete Time Series, Processes, and Applications in Finance
inferredcites →https://doi.org/10.1016/s0927-5398(03)00007-0openalex-extracted
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
inferredcites →https://doi.org/10.1016/s0927-5398(97)00007-8openalex-extracted
Volatilities of different time resolutions — Analyzing the dynamics of market components
inferredcites →https://doi.org/10.1073/pnas.0904287106openalex-extracted
Sparse and stable Markowitz portfolios
inferredcites →https://doi.org/10.1080/07474938608800095openalex-extracted
Modelling the persistence of conditional variances
inferredcites →https://doi.org/10.1080/14697688.2010.535555openalex-extracted
Characterizing heteroskedasticity
inferredcites →https://doi.org/10.1080/14697688.2015.1060353openalex-extracted
Cross-sectional universalities in financial time series
inferredcites →https://doi.org/10.1088/1469-7688/4/1/007openalex-extracted
Volatility processes and volatility forecast with long memory
inferredcites →https://doi.org/10.2139/ssrn.1420185openalex-extracted
The Riskmetrics 2006 Methodology
inferredcites →https://doi.org/10.2139/ssrn.306000openalex-extracted
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.3905/jpm.1993.409440openalex-extracted
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
inferredcites →https://doi.org/10.3905/jpm.2010.36.4.060openalex-extracted
The Properties of Equally Weighted Risk Contribution Portfolios
inferredcites →https://doi.org/10.48550/arxiv.physics/0507111openalex-extracted
Financial Applications of Random Matrix Theory: Old Laces and New Pieces

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.54691/bcpbm.v44i.4801openalex-snapshot
Portfolio Optimization under Real Constraints
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.