• Covariance estimation in portf...

Result: Covariance estimation in portfolio optimization: Applications of cross-validation and transfer learning

Title:
Covariance estimation in portfolio optimization: Applications of cross-validation and transfer learning
Involved:
Mörstedt, Torsten (Verfasser) ; Neumann, Dirk (Akademischer Betreuer) ; Lindenmeier, Jörg 
Corporation:
Albert-Ludwigs-Universität Freiburg. Information Systems Research (Mitwirkender)
Albert-Ludwigs-Universität Freiburg. Wirtschafts- und Verhaltenswissenschaftliche Fakultät (Grad-verleihende Institution)
Published:
Freiburg : Universität, 2023
Scope:
1 Online-Ressource
Format:
eBook
Language:
English
Dissertation note:
Dissertation, Universität Freiburg, 2022
Subject Added Keywords:
DOI:
10.6094/UNIFR/233023

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