Multivariate Shrinkage for Optimal Portfolio Weights
| Year of publication: |
2007
|
|---|---|
| Authors: | Golosnoy, Vasyl ; Okhrin, Yarema |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 13.2007, 5-6, p. 441-458
|