"Two is Better Than One: Regularized Shrinkage of Large Minimum Variance ..."

Taras Bodnar, Nestor Parolya, Erik Thorsén (2024)

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type: Journal Article

metadata version: 2024-09-16

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Taras Bodnar, Nestor Parolya, Erik Thorsén:
Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios. J. Mach. Learn. Res. 25: 173:1-173:32 (2024)

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