Statistical inference for the EU portfolio in high dimensions

10 May 2020

Papers citing "Statistical inference for the EU portfolio in high dimensions"

3 / 3 papers shown

Title
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 29 36 0 13 Aug 2017
Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnar Yarema Okhrin Nestor Parolya 41 45 0 07 Nov 2016
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 82 248 0 03 Feb 2009