A Stein-type shrinkage estimator of the covariance matrix for portfolio selections
Crossref DOI link: https://doi.org/10.1007/s00184-018-0663-2
Published Online: 2018-05-25
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Ruili
Ma, Tiefeng
Liu, Shuangzhe
Text and Data Mining valid from 2018-05-25
Article History
Received: 20 June 2017
First Online: 25 May 2018