Pages that link to "Item:Q855247"

The following pages link to An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247):

Displayed 2 items.

• Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) ‎ (← links)
• Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) ‎ (← links)