Estimation of the global minimum variance portfolio in high dimensions (Q90168): Difference between revisions

@@ Property / publication date @@
+May 2018Timestamp +2018-05-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2018-05-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 30 May 2018 / rank @@
+Normal rank
@@ Property / author @@
+Taras Bodnar
@@ Property / author: Taras Bodnar / rank @@
+Normal rank
@@ Property / author @@
+Nestor Parolya
@@ Property / author: Nestor Parolya / rank @@
+Normal rank
@@ Property / author @@
+Wolfgang Schmid
@@ Property / author: Wolfgang Schmid / rank @@
+Normal rank
@@ Property / title @@
+Estimation of the global minimum variance portfolio in high dimensions (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.91307
@@ Property / zbMATH Open document ID: 1403.91307 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/1406.0437
@@ Property / full work available at URL: https://arxiv.org/abs/1406.0437 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6876560
@@ Property / zbMATH DE Number: 6876560 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finance
@@ Property / zbMATH Keywords: finance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global minimum variance portfolio
@@ Property / zbMATH Keywords: global minimum variance portfolio / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large-dimensional asymptotics
@@ Property / zbMATH Keywords: large-dimensional asymptotics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance matrix estimation
@@ Property / zbMATH Keywords: covariance matrix estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random matrix theory
@@ Property / zbMATH Keywords: random matrix theory / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MASS (R)
@@ Property / describes a project that uses: MASS (R) / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963070656
@@ Property / OpenAlex ID: W2963070656 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0437
@@ Property / arXiv ID: 1406.0437 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:90168