Dynamic Conditional Correlation; Dynamic Equicorrelation; Factor Models; (Non)linear Shrinkage; Portfolio Management
Lonn, S.O.R.
hdl.handle.net/2105/56924
Econometrie
Erasmus School of Economics

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