Statistical Inference for the Expected Utility Portfolio in High Dimensions

DOI10.1109/TSP.2020.3037369MaRDI QIDQ90170FDO

Authors Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya, Wolfgang Schmid

Publication date 2021

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Cited in

(1)

• HDShOP

This page was built for publication: Statistical Inference for the Expected Utility Portfolio in High Dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q90170)