Pages that link to "Item:Q2098001"
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The following pages link to Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001):
Displaying 3 items.
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)