Solving Large Scale Mean-Variance Models With Dense Non-Factorable Covariance Matrices

Journal of the Operations Research Society of Japan - Japan
doi 10.15807/jorsj.44.251
Full Text
Abstract

Available in full text

Date
Authors
Publisher

The Operations Research Society of Japan

Related search

Solving Large Scale Rational Expectations Models

1997English

A Homogeneity Test of Large Dimensional Covariance Matrices Under Non-Normality

Kybernetika
ControlSystems EngineeringInformation SystemsElectronic EngineeringElectricalTheoretical Computer ScienceArtificial IntelligenceSoftware
2018English

Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices

Dynamic Econometric Models
2011English

Swarm-Based Mean-Variance Mapping Optimization (MVMOS) for Solving Non-Convex Economic Dispatch Problems

Handbook of Research on Swarm Intelligence in Engineering
English

Estimation of Large Covariance Matrices of Longitudinal Data With Basis Function Approximations

Journal of Computational and Graphical Statistics
CombinatoricsUncertaintyStatisticsProbabilityDiscrete Mathematics
2007English

Simulation of Longitudinal Exposure Data With Variance-Covariance Structures Based on Mixed Models

Risk Analysis
QualityReliabilitySafetyRiskPhysiology
2012English

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

Multilevel Models for Intensive Longitudinal Data With Heterogeneous Error Structure : Covariance Transformation and Variance Function Models

English

Shrinkage Estimation of Large Covariance Matrices: Keep It Simple, Statistician?

SSRN Electronic Journal
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy