A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: Journal of Financial Econometrics. Oxford University Press (OUP). 2025, 23(1), nbae017. ISSN 1479-8409. eISSN 1479-8417. Verfügbar unter: doi: 10.1093/jjfinec/nbae017
- Event
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Veröffentlichung
- (where)
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Konstanz
- (who)
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KOPS Universität Konstanz
- (when)
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2025
- Creator
- URN
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urn:nbn:de:bsz:352-2-k9dz3zd60xpj3
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:27 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Daniele, Maurizio
- Pohlmeier, Winfried
- Zagidullina, Aygul
- KOPS Universität Konstanz
Time of origin
- 2025
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Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids
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