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Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio - MaRDI portal

Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio

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Publication:121691

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DOI10.48550/ARXIV.2106.02131arXiv2106.02131MaRDI QIDQ121691

Erik Thorsen, Nestor Parolya, Taras Bodnar

Publication date: 3 June 2021

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