Shrinkage model selection for portfolio optimization on Vietnam stock market
Nhat Nguyen, Trung Nguyen, Tuan Tran, An Mai
| Year of publication: |
2020
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|---|---|
| Authors: | Nguyen Minh Nhat ; Nguyen Duc Trung ; Tran Tuan ; An Mai |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 9, p. 135-145
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| Subject: | Shrinkage Estimator | Single-Index-Model | Constant Correlation Model | Identity Matrix | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory | Vietnam | Viet Nam | Aktienmarkt | Stock market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no9.135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012670796