High dimensional covariance matrix estimation using a factor model (Q299275): Difference between revisions
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Revision as of 12:13, 18 April 2024
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| Language | Label | Description | Also known as |
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| English | High dimensional covariance matrix estimation using a factor model |
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High dimensional covariance matrix estimation using a factor model (English)
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22 June 2016
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factor model
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diverging dimensionality
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covariance matrix estimation
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asymptotic properties
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portfolio management
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