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Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix
Department of Management and Engineering, Linköping University, Linköping, Sweden.
Örebro University, Örebro University School of Business. Department of Economics and Statistics, School of Business and Economics, Linnaeus University, Växjö, Sweden.ORCID iD: 0000-0002-1395-9427
Department of Management and Engineering, Linköping University, Linköping, Sweden.
2024 (English)In: Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid / [ed] Sven Knoth; Yarema Okhrin; Philipp Otto, Cham: Springer, 2024, p. 259-278Chapter in book (Refereed)
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Cham: Springer, 2024. p. 259-278
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Probability Theory and Statistics Economics
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URN: urn:nbn:se:oru:diva-117042DOI: 10.1007/978-3-031-69111-9_13ISBN: 9783031691102 (print)ISBN: 9783031691133 (print)ISBN: 9783031691119 (electronic)OAI: oai:DiVA.org:oru-117042DiVA, id: diva2:1908066
Available from: 2024-10-24 Created: 2024-10-24 Last updated: 2024-10-25Bibliographically approved

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