Time-varying minimum variance portfolio
Year of publication: |
2024
|
---|---|
Authors: | Fan, Qingliang ; Wu, Ruike ; Yang, Yanrong ; Zhong, Wei |
Subject: | Dynamic covariance | Flexible rebalancing | Large portfolio | Minimum variance portfolio | Sharp risk consistency | Shrinkage estimation | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Volatilität | Volatility | Korrelation | Correlation |
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