Result: Cross validation based transfer learning for cross-sectional non-linear shrinkage: a data-driven approach in portfolio optimization

*Title*:

*Author/editor-in-chief*:

*Publication*:

Freiburg : Universität, 2024

*Physical description scale*:

1 Online-Ressource

*Format*:

*eBook*

*Language*:

*eng*

*Notes*:

European journal of operational research. - 318, 2 (2024) , 670-685, ISSN: 0377-2217

*DOI*:

10.1016/j.ejor.2024.05.006

*Result*: Cross validation based transfer learning for cross-sectional non-linear shrinkage: a data-driven approach in portfolio optimization