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Consistent Estimation of the High-Dimensional Efficient Frontier

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Bodnar, Taras, Hautsch, Nikolaus, Okhrin, Yarema, Parolya, Nestor
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance Statistics Theory Mathematical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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