Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation
- Portfolio Optimization Theory: Estimation of the Covariance Matrix for High-dimensional Data
- Topics in Matrix Analysis
- Fundamentals of Matrix Computations
- The Matrix Eigenvalue Problem : GR and Krylov Subspace Methods
- Matrix theory selected topics and useful results
- HAC estimátor v kontexte priestorovej autokorelácie