Type of publication: Book / Working Paper
Language: English
Notes:
Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.
Classification: G11 - Portfolio Choice ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:
BASE
Persistent link: https://www.econbiz.de/10015235390