Optimal shrinkage-based portfolio selection in high dimensions

7 November 2016

Papers citing "Optimal shrinkage-based portfolio selection in high dimensions"

2 / 2 papers shown

Title
Linear shrinkage for optimization in high dimensions Naqi Huang Nestor Parolya Thereisa van Essen 29 0 0 28 Feb 2024
Two is better than one: Regularized shrinkage of large minimum variance portfolio Taras Bodnar Nestor Parolya Erik Thorsén 42 3 0 14 Feb 2022