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Post-Processed Posteriors for Sparse Covariances and Its Application to Global Minimum Variance Portfolio
21 August 2021
Kwangmin Lee
Jaeyong Lee
Re-assign community
ArXiv (abs)
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Papers citing
"Post-Processed Posteriors for Sparse Covariances and Its Application to Global Minimum Variance Portfolio"
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Title
Factorized Fusion Shrinkage for Dynamic Relational Data
Penghui Zhao
A. Bhattacharya
D. Pati
Bani Mallick
77
0
0
30 Sep 2022
1
