A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian graphical approach for large-scale portfolio management with fewer historical data |
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A Bayesian graphical approach for large-scale portfolio management with fewer historical data (English)
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24 February 2023
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Bayesian adaptive graphical LASSO
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global minimum variance portfolio
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\(p>n\) problem
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positive definiteness
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precision matrix
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