Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (Q121691): Difference between revisions
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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
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q-fin.ST
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math.ST
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stat.TH
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