Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (Q121691)
From MaRDI portal
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio |
scientific article from arXiv |
Statements
3 June 2021
0 references
q-fin.ST
0 references
math.ST
0 references
q-fin.PM
0 references
stat.TH
0 references
