Improved Estimation of Optimal Portfolio with an Application to the US Stock Market.
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| Title: | Improved Estimation of Optimal Portfolio with an Application to the US Stock Market. |
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| Authors: | Zhu, Yuanyuan1 (AUTHOR), Yu, Philip L. H.1 (AUTHOR) plhyu@hku.hk, Mathew, Thomas2 (AUTHOR) |
| Source: | Journal of Statistical Theory & Practice. Mar2020, Vol. 14 Issue 1, p1-25. 25p. |
| Database: | Mathematics Source |
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| ISSN: | 15598608 |
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| DOI: | 10.1007/s42519-019-0067-2 |
