Loss control with rank-one covariance estimate for short-term portfolio optimization (Q4969160)
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scientific article; zbMATH DE number 7255128
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| default for all languages | No label defined |
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| English | Loss control with rank-one covariance estimate for short-term portfolio optimization |
scientific article; zbMATH DE number 7255128 |
Statements
5 October 2020
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rank-one covariance estimate
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short-term portfolio optimization
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undersampled condition
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loss control
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downside risk
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0.7037879824638367
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0.696582555770874
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0.6829118132591248
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0.6800976395606995
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0.6727920770645142
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