Result: Cross validation based transfer learning for cross-sectional non-linear shrinkage: a data-driven approach in portfolio optimization
Published:
Freiburg : Universität, 2024
Scope:
1 Online-Ressource
Format:
Language:
English
Notes:
European journal of operational research. - 318, 2 (2024) , 670-685, ISSN: 0377-2217
DOI:
10.1016/j.ejor.2024.05.006