Portfolio optimisation via strategy-specific eigenvector shrinkage (Q6965579)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8058351
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimisation via strategy-specific eigenvector shrinkage |
scientific article; zbMATH DE number 8058351 |
Statements
Portfolio optimisation via strategy-specific eigenvector shrinkage (English)
0 references
3 July 2025
0 references
eigenvector estimation
0 references
high dimension
0 references
portfolio optimisation
0 references
James-Stein
0 references
0 references
0 references
