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~isPartOf:"Finance research letters"
~person:"Jain, Shashi"
~source:"econis"
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Covariance matrix estimation
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Mean-variance optimal portfolios
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Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
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