Pages that link to "Item:Q2029222"
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The following pages link to Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222):
Displaying 5 items.
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- The optimal portfolio with a modified covariance matrix using the clustering method (Q2924715) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- Stein-rule M-estimation in sparse partially linear models (Q6578507) (← links)