Title |
Cross validation based transfer learning for cross-sectional non-linear shrinkage: a data-driven approach in portfolio optimization |
|---|---|
Involved |
Torsten Mörstedt (Verfasser) |
Published |
Freiburg: Universität |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Persistent identifier |
urn:nbn:de:bsz:25-freidok-2515436 (URN) |
Further information |
European journal of operational research. - 318, 2 (2024) , 670-685, ISSN: 0377-2217 |
Record ID |
1334465398 |
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