Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation
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| Format: | Buchkapitel |
| Sprache: | Englisch |
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| LEADER | 00000naa$a2200000$$$4500 | ||
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| 001 | 0305538 | ||
| 005 | 20250127093240.4 | ||
| 041 | 0 | |a eng | |
| 044 | |a SK | ||
| 245 | 1 | 0 | |a Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation |c Michal Bogár, Peter Knížat, Andrea Furková |
| 500 | |a Abstrakt | ||
| 610 | 2 | 0 | |a optimalizácia |
| 610 | 2 | 0 | |a matice |
| 100 | 1 | |a Bogár, Michal, 1998- | |
| 700 | 1 | |a Knížat, Peter, 1980- | |
| 700 | 1 | |a Furková, Andrea, 1975- | |