Flexible shrinkage in portfolio selection (Q2271631)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible shrinkage in portfolio selection |
scientific article |
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Flexible shrinkage in portfolio selection (English)
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7 August 2009
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estimation risk and model uncertainty
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\(k\)-means clustering
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model structure amount
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multivariate shrinkage estimator
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