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Statistics / Estimation theory / Statistical inference / Statistical theory / Covariance and correlation / Summary statistics / Shrinkage estimator / Estimator / Variance / Consistent estimator / Covariance / Standard deviation


Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnara , Yarema Okhrinb and Nestor Parolyac,∗ c
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Document Date: 2016-07-08 02:22:28

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File Size: 757,69 KB

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