Vector spaces, linear transformation, matrix representation, inner product spaces, isometries, least squares, generalised inverse, eigen theory, quadratic forms, norms, numerical methods. The fourth ...
Markowitz (1952) portfolio selection requires an estimator of the covariance matrix of returns. To address this problem, we promote a nonlinear shrinkage estimator that is more flexible than previous ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback