An averaging framework for minimum-variance portfolios: optimal rules for combining portfolio weights

Roland Füss, Thorsten Glück, Christian Koeppel, Felix Miebs

Year of publication:	[2024]
Authors:	Füss, Roland ; Glück, Thorsten ; Koeppel, Christian ; Miebs, Felix
Publisher:	Geneva : Swiss Finance Institute
Subject:	Averaging \| diversification \| estimation error \| portfolio optimization \| shrinkage \| Portfolio-Management \| Portfolio selection \| Schätztheorie \| Estimation theory

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