A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Q3117825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms |
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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (English)
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1 March 2012
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portfolio choice
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covariance matrix estimation
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estimation error
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shrinkage estimator
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