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

3 June 2021

Papers citing "Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio"

3 / 3 papers shown

Title
A Pluggable Common Sense-Enhanced Framework for Knowledge Graph Completion Guanglin Niu Bo Li Siling Feng 54 0 0 06 Oct 2024
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE Junjie Zhao Chengxi Zhang Min Qin Peng Yang OOD 94 5 0 08 Sep 2024
Two is better than one: Regularized shrinkage of large minimum variance portfolio Taras Bodnar Nestor Parolya Erik Thorsén 77 4 0 14 Feb 2022