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Consistent Estimation of the High-Dimensional Efficient Frontier

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bodnar, Taras, Hautsch, Nikolaus, Okhrin, Yarema, Parolya, Nestor
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Finance Statistics Theory Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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