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2005.04761
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Statistical inference for the EU portfolio in high dimensions
10 May 2020
Taras Bodnar
Solomiia Dmytriv
Yarema Okhrin
Nestor Parolya
W. Schmid
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ArXiv (abs)
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Papers citing
"Statistical inference for the EU portfolio in high dimensions"
1 / 1 papers shown
Title
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
Taras Bodnar
Nestor Parolya
Erik Thorsén
42
5
0
03 Jun 2021
1
