Two is better than one: Regularized shrinkage of large minimum variance portfolios

Speaker/s

Nestor Parolya, Delft University of Technology

Statistics (Statistik)

Research Focus (Forschungsschwerpunkt)

Financial Markets and the Global Challenges

17. Apr. 2024
11:00 - 12:00

Conti-Campus
Building: 1501
Room: I-442

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