13 citations · 23 across the 13 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
q-fin.PM2013★ 3 cited
Asymptotic distribution of the Markowitz portfolio
Steven E. Pav
The asymptotic distribution of the Markowitz portfolio is derived, for the general case (assuming fourth moments of returns exist), and for the case of multivariate normal returns.…
stat.AP2013
SRCEK: A Continuous Embedding of the Channel Selection Problem for weighted PLS Modeling
Steven E. Pav
SRCEK, is a technique for selecting useful channels for affine modeling of a response by PLS. The technique embeds the discrete channel selection problem into the continuous space…