Yang, L., Zhao, S., & Chai, S. (2026). Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization.
Citazione stile Chigago Style (17a edizione)Yang, Liusha, Siqi Zhao, e Shuqi Chai. Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization. 2026.
Citatione MLA (9a ed.)Yang, Liusha, et al. Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization. 2026.
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