A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327)
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scientific article; zbMATH DE number 7196034
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| English | A risk perspective of estimating portfolio weights of the global minimum-variance portfolio |
scientific article; zbMATH DE number 7196034 |
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A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (English)
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4 May 2020
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global minimum-variance portfolio
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portfolio theory
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high dimensional
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risk functions
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0.8401947021484375
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0.8131911158561707
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0.7916890382766724
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0.7894861698150635
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