Portfolio optimisation via strategy-specific eigenvector shrinkage
Crossref DOI link: https://doi.org/10.1007/s00780-025-00566-4
Published Online: 2025-05-21
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goldberg, Lisa R.
Gurdogan, Hubeyb
Kercheval, Alec
Text and Data Mining valid from 2025-05-21
Version of Record valid from 2025-05-21
Article History
Received: 29 August 2023
Accepted: 15 October 2024
First Online: 21 May 2025
Declarations
:
: The authors declare no competing interests.