SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (Q2797873)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO |
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SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (English)
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1 April 2016
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investment analysis
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matrix inequalities
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mean-variance portfolio
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shrinkage covariance matrix
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