Statistical Inference for the Expected Utility Portfolio in High Dimensions
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Publication:90170
DOI10.1109/TSP.2020.3037369MaRDI QIDQ90170FDOQ90170
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)
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