Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio (Q6603492)
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scientific article; zbMATH DE number 7911796
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| English | Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio |
scientific article; zbMATH DE number 7911796 |
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Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio (English)
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12 September 2024
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