Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (Q121691): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 16:44, 25 April 2024
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio |
scientific article from arXiv |
Statements
3 June 2021
0 references
q-fin.ST
0 references
math.ST
0 references
q-fin.PM
0 references
stat.TH
0 references
