Divergent estimation error in portfolio optimization and in linear regression (Q978608): Difference between revisions
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| Property / cites work: Risk minimization through portfolio replication / rank | |||
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| Property / cites work: Introduction to Modern Portfolio optimization with NUOPT and S-PLUS / rank | |||
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| Property / cites work: Noisy covariance matrices and portfolio optimization. II / rank | |||
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Latest revision as of 22:25, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergent estimation error in portfolio optimization and in linear regression |
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Divergent estimation error in portfolio optimization and in linear regression (English)
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25 June 2010
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