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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Bongiorno, Christian"
~subject:"Portfolio-Management"
~subject:"Strukturbruch"
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Prognoseverfahren
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Bongiorno, Christian
Auer, Benjamin R.
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Finance research letters
Insurance / Mathematics & economics
The European journal of finance
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Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
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