Forecasting High-Dimensional Portfolios
New methodology for forecasting and portfolio formation in large portfolios of assets introduced, resulting in better investment performance.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:gam:jmathe:v:11:y:2023:i:6:p:1513-:d:1102706
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).