Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222)
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scientific article; zbMATH DE number 7354464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection: shrinking the time-varying inverse conditional covariance matrix |
scientific article; zbMATH DE number 7354464 |
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Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (English)
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3 June 2021
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inverse conditional covariance matrix
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portfolio selection
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shrinkage
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time-varying
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