·Paper Publications
Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix
Release time:2019-07-25 Hits:
Indexed by: Journal paper
First Author: Zhao, Z.
Correspondence Author: Jiang, H.
Co-author: Ledoit, O.
Journal: Journal of Financial Econometrics (To appear)
Included Journals: SCI
Date of Publication: 2021-01-01