Showing 1 - 10 of 40
Persistent link: https://www.econbiz.de/10003786423
Persistent link: https://www.econbiz.de/10003613272
Persistent link: https://www.econbiz.de/10003395980
Persistent link: https://www.econbiz.de/10002341997
Persistent link: https://www.econbiz.de/10001946251
Persistent link: https://www.econbiz.de/10001216971
Persistent link: https://www.econbiz.de/10001379065
Persistent link: https://www.econbiz.de/10001185507
Shrinkage estimation of the covariance matrix of asset returns was introduced to the finance profession several years ago. Since then, the approach has also received considerable attention in various life science studies, as a remedial measure for covariance matrix estimation with insufficient...
Persistent link: https://www.econbiz.de/10009441688
Persistent link: https://www.econbiz.de/10003752961