Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust dependence modeling for high-dimensional covariance matrices with financial applications |
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Robust dependence modeling for high-dimensional covariance matrices with financial applications (English)
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16 November 2018
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active asset allocation
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portfolio selection
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robust estimation
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high-dimensional dependence modeling
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covariance/correlation estimation
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regular vine
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