The effect of estimation in high-dimensional portfolios (Q2847243)
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scientific article; zbMATH DE number 6205338
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| default for all languages | No label defined |
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| English | The effect of estimation in high-dimensional portfolios |
scientific article; zbMATH DE number 6205338 |
Statements
4 September 2013
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optimal investment
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continuous time
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estimation effects
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Lasso
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shrinkage
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vast portfolios
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The effect of estimation in high-dimensional portfolios (English)
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0.7927649617195129
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0.7682330012321472
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0.7658020853996277
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0.7655310034751892
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