Comparison of different estimation techniques for portfolio selection (Q636161)
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scientific article; zbMATH DE number 5943281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of different estimation techniques for portfolio selection |
scientific article; zbMATH DE number 5943281 |
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Comparison of different estimation techniques for portfolio selection (English)
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25 August 2011
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portfolio analysis
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mean-variance analysis
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estimation of portfolio weights
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shrinkage estimation
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0.85963416
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