Cross-Validation Based Covariance Shrinkage in Portfolio Selection
Year of publication: |
2014
|
---|---|
Authors: | Papailias, Fotis |
Other Persons: | Kapetanios, George (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance | Korrelation | Correlation |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2444389 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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