Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
Crossref DOI link: https://doi.org/10.1007/s11408-020-00376-y
Published Online: 2021-01-02
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Husmann, Sven
Shivarova, Antoniya
Steinert, Rick
Text and Data Mining valid from 2021-01-02
Version of Record valid from 2021-01-02
Article History
Accepted: 17 October 2020
First Online: 2 January 2021