THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (Q2847243)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS |
scientific article |
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THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (English)
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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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