Flexible shrinkage in portfolio selection
| Year of publication: |
2009
|
|---|---|
| Authors: | Golosnoy, Vasyl ; Okhrin, Yarema |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 2, p. 317-329
|