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1 Ergebnisse
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High-dimensional Markowitz portfolio optimization problem: ..:
Choi, Young-Geun
;
Lim, Johan
;
Choi, Sujung
Journal of Statistical Computation and Simulation. 89 (2019) 7 - p. 1278-1300 , 2019
Link:
https://doi.org/10.1080/00949655.2019.1577855
RT Journal T1 <Title>High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00949655.2019.1577855&Exemplar=1&LAN=DE A1 Choi, Young-Geun A1 Lim, Johan A1 Choi, Sujung PB Informa UK Limited YR 2019 SN 0094-9655 SN 1563-5163 JF Journal of Statistical Computation and Simulation VO 89 IS 7 SP 1278 OP 1300 LK http://dx.doi.org/https://doi.org/10.1080/00949655.2019.1577855 DO https://doi.org/10.1080/00949655.2019.1577855 SF ELIB - SuUB Bremen
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