Improved estimation of optimal portfolio with an application to the US stock market (Q2301211)
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scientific article; zbMATH DE number 7172897
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| English | Improved estimation of optimal portfolio with an application to the US stock market |
scientific article; zbMATH DE number 7172897 |
Statements
Improved estimation of optimal portfolio with an application to the US stock market (English)
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24 February 2020
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covariance matrix
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investment analysis
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Markowitz mean-variance model
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0.9090513586997986
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0.8193671107292175
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0.810516357421875
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0.7668653726577759
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