Is the Empirical Out-of-Sample Variance an Informative Risk Measure for the High-Dimensional Portfolios?
Year of publication: |
2023
|
---|---|
Authors: | Bodnar, Taras ; Parolya, Nestor ; Thorsen, Erik |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Theorie | Theory |
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