Statistical Inference for the Expected Utility Portfolio in High Dimensions

DOI10.1109/TSP.2020.3037369MaRDI QIDQ90170

Taras Bodnar, Nestor Parolya, Yarema Okhrin, Solomiia Dmytriv

Publication date: 2021

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

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