Dominating estimators for minimum-variance portfolios (Q737248)
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scientific article; zbMATH DE number 6610513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dominating estimators for minimum-variance portfolios |
scientific article; zbMATH DE number 6610513 |
Statements
Dominating estimators for minimum-variance portfolios (English)
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10 August 2016
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covariance matrix estimation
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minimum-variance portfolio
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Stein estimation
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naive diversification
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shrinkage estimator
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