Pages that link to "Item:Q5402494"
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The following pages link to Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494):
Displaying 5 items.
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- Data-Based Adaptive Estimation in an Investment Model (Q2890086) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)