Portfolio selection revisited (Q7008529)
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scientific article; zbMATH DE number 8015309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio selection revisited |
scientific article; zbMATH DE number 8015309 |
Statements
Portfolio selection revisited (English)
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21 March 2025
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mean-variance portfolio optimization
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high-dimensional covariance estimation
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principal component analysis
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factor models
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volatility ratio
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James-Stein estimation
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shrinkage
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