The dispersion bias (Q5080131)
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scientific article; zbMATH DE number 7533968
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The dispersion bias |
scientific article; zbMATH DE number 7533968 |
Statements
The Dispersion Bias (English)
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31 May 2022
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dispersion bias
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optimization bias
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eigenvector
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minimum variance portfolio
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covariance matrix
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shrinkage
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0.7664489150047302
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0.7401032447814941
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0.7337689995765686
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0.7183104157447815
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