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"Estimation of the global minimum variance portfolio in high dimensions."

Taras Bodnar, Nestor Parolya, Wolfgang Schmid (2018)

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DOI: 10.1016/J.EJOR.2017.09.028

access: closed

type: Journal Article

metadata version: 2022-12-07

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  - https://dblp.org/rec/journals/eor/BodnarPS18
Taras Bodnar, Nestor Parolya, Wolfgang Schmid:
Estimation of the global minimum variance portfolio in high dimensions. Eur. J. Oper. Res. 266(1): 371-390 (2018)

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