华中科技大学主页平台管理系统 ZHAO ZHAO--英文主页-- Yang Y. and Z. Zhao*. Large Cryptocurrency-Portfolios: Factors, Leverage and Shrinkage, Applied Economics, 2021.

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Yang Y. and Z. Zhao*. Large Cryptocurrency-Portfolios: Factors, Leverage and Shrinkage, Applied Economics, 2021.

Release time:2023-06-07 Hits:

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Yang Y. and Z. Zhao*. Large Cryptocurrency-Portfolios: Factors, Leverage and Shrinkage, Applied Economics, 2021.
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Zhao Zhao; Olivier Ledoit; Hui Jiang; Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix, Journal of Financial Econometrics, 2023, 21(1): 73-105.