A synthetic regression model for large portfolio allocation
Gaorong Li, Lei Huang, Jin Yang, and Wenyang Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Gaorong ; Huang, Lei ; Yang, Jin ; Zhang, Wenyang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1665-1677
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| Subject: | Leave-one-out | Penalized least-square estimation | Portfolio allocation | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1961787 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540427