Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium (Q4961415)
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scientific article; zbMATH DE number 6967391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium |
scientific article; zbMATH DE number 6967391 |
Statements
Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium (English)
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29 October 2018
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asymmetric risk
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Bayesian forecast
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estimation risk
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portfolio management
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views blending
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