Time-varying minimum variance portfolio (Q6150513): Difference between revisions
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Latest revision as of 18:55, 30 December 2024
scientific article; zbMATH DE number 7814001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying minimum variance portfolio |
scientific article; zbMATH DE number 7814001 |
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Time-varying minimum variance portfolio (English)
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6 March 2024
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minimum variance portfolio
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dynamic covariance
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large portfolio
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shrinkage estimation
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sharp risk consistency
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flexible rebalancing
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