Flexible shrinkage in portfolio selection (Q2271631)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible shrinkage in portfolio selection |
scientific article |
Statements
Flexible shrinkage in portfolio selection (English)
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7 August 2009
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estimation risk and model uncertainty
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\(k\)-means clustering
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model structure amount
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multivariate shrinkage estimator
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0.8639853
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0.8625928
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0.8551062
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0.85071546
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0.8501664
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0.84866565
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0.8485949
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0.84808105
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0.84686995
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