Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (Q121691)
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scientific article from arXiv
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio |
scientific article from arXiv |
Statements
3 June 2021
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q-fin.ST
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math.ST
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q-fin.PM
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stat.TH
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Erik Thorsen
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