Erik Thorsén
From MaRDI portal
Person:2051166
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions Random Matrices: Theory and Applications | 2023-11-08 | Paper |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions Random Matrices: Theory and Applications | 2023-09-26 | Paper |
| Estimation of sub-Gaussian random vectors using the method of moments | 2022-07-26 | Paper |
| Bayesian portfolio selection using VaR and CVaR Applied Mathematics and Computation | 2022-05-23 | Paper |
| Quantile-based optimal portfolio selection Computational Management Science | 2021-11-24 | Paper |
Research outcomes over time
This page was built for person: Erik Thorsén
