Takuya Kinkawa

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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!

PublicationDate of PublicationType
Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace
Statistics
2014-03-14Paper
Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown
Asia-Pacific Financial Markets
2010-03-08Paper


Research outcomes over time


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