"Large portfolio allocation based on high-dimensional regression and ..."

Zhifei Zhang et al. (2025)

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DOI: 10.1080/03610918.2023.2245176

access: closed

type: Journal Article

metadata version: 2025-02-20

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Zhifei Zhang, Mu Yue, Lei Huang, Qin Wang, Baoying Yang:
Large portfolio allocation based on high-dimensional regression and Kendall's Tau. Commun. Stat. Simul. Comput. 54(1): 58-70 (2025)

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