Erik Thorsén

From MaRDI portal
Person:2051166

Available identifiers

zbMath Open thorsen.erikMaRDI QIDQ2051166

List of research outcomes





PublicationDate of PublicationType
Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio2024-09-12Paper
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions2023-11-08Paper
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions2023-09-26Paper
Estimation of sub-Gaussian random vectors using the method of moments2022-07-26Paper
Bayesian portfolio selection using VaR and CVaR2022-05-23Paper
Quantile-based optimal portfolio selection2021-11-24Paper

Research outcomes over time

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