Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks (Q5978357): Difference between revisions
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Latest revision as of 08:53, 31 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks |
scientific article |
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2014
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