A new procedure for resampled portfolio with shrinkaged...

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Journal of Applied Statistics 2019 / 08

A new procedure for resampled portfolio with shrinkaged covariance matrix

Huang, Mian, Yu, Shangbing
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Language:
english
Journal:
Journal of Applied Statistics
DOI:
10.1080/02664763.2019.1648394
Date:
August, 2019
File:
PDF, 1.06 MB
english, 2019
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