Consistent Estimation of the High-Dimensional Efficient Frontier

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bodnar, Taras, Hautsch, Nikolaus, Okhrin, Yarema, Parolya, Nestor
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Statistics Theory Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.15103