Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks (Q5978357)

From MaRDI portal
Revision as of 01:08, 15 March 2024 by Daniel (talk | contribs) (‎Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710461149452)
scientific article
Language Label Description Also known as
English
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
scientific article

    Statements

    publication date
    2014
    0 references
    author
    Olivier Ledoit
    0 references
    Michael Wolf
    0 references

    Identifiers

    DOI
    10.2139/ssrn.2383361
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5978357&oldid=31049455"
      Powered by MediaWiki