Conditioning the Covariance Matrix Estimator in a High-Dimensional Portfolio Management Setting

Additional Metadata
Keywords	Dynamic Conditional Correlation; Dynamic Equicorrelation; Factor Models; (Non)linear Shrinkage; Portfolio Management
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/56924
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dekker, K.J.H. (2021, March 26). Conditioning the Covariance Matrix Estimator in a High-Dimensional Portfolio Management Setting. Econometrie. Retrieved from http://hdl.handle.net/2105/56924

Publication