Dominating estimators for minimum-variance portfolios (Q737248): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2010.07.007
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+W1999409144
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+Q4178373
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Q5706744
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+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
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+The impact of bootstrap methods on time series analysis
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+Q4869559
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+Q3567138
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+Stein estimation under elliptical distributions
@@ Property / cites work: Stein estimation under elliptical distributions / rank @@
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+Q3237829
@@ Property / cites work: Q3237829 / rank @@
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