A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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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
- Ereignis
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Veröffentlichung
- (wo)
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Konstanz
- (wer)
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KOPS Universität Konstanz
- (wann)
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2025
- Urheber
- URN
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urn:nbn:de:bsz:352-2-k9dz3zd60xpj3
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:27 MESZ
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Beteiligte
- Daniele, Maurizio
- Pohlmeier, Winfried
- Zagidullina, Aygul
- KOPS Universität Konstanz
Entstanden
- 2025
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