The effect of estimation in high-dimensional portfolios (Q2847243)
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scientific article; zbMATH DE number 6205338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of estimation in high-dimensional portfolios |
scientific article; zbMATH DE number 6205338 |
Statements
4 September 2013
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optimal investment
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continuous time
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estimation effects
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Lasso
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shrinkage
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vast portfolios
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The effect of estimation in high-dimensional portfolios (English)
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