Shrinkage estimation of mean-variance portfolio (Q2797873)
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scientific article; zbMATH DE number 6561967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of mean-variance portfolio |
scientific article; zbMATH DE number 6561967 |
Statements
1 April 2016
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investment analysis
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matrix inequalities
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mean-variance portfolio
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shrinkage covariance matrix
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Shrinkage estimation of mean-variance portfolio (English)
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