High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators
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Publication:5107390
DOI10.1080/00949655.2019.1577855OpenAlexW2911791495WikidataQ128419506 ScholiaQ128419506MaRDI QIDQ5107390
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Publication date: 27 April 2020
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2019.1577855
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