3 research outputs found
Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace
No full textRelationship Between School Recess Physical Activity and Health and Sociality of Elementary School Children
Get PDFDominance of a Class of Stein type Estimators for Optimal Portfolio Weights When the Covariance Matrix is Unknown
No full textMean-variance optimal portfolio, Estimation risk, Parameter uncertainty, Asset allocation, Shrinkage estimator,
