Flexible shrinkage in portfolio selection

Golosnoy, Vasyl; Okhrin, Yarema (2009). Flexible shrinkage in portfolio selection. Journal of economic dynamics & control, 33(2), pp. 317-328. Amsterdam: Elsevier 10.1016/j.jedc.2008.06.003

Full text not available from this repository. (Request a copy)

Item Type:

Journal Article (Original Article)

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Department of Economics

UniBE Contributor:

Okhrin, Yarema

ISSN:

0165-1889

Publisher:

Elsevier

Language:

English

Submitter:

Factscience Import

Date Deposited:

04 Oct 2013 15:15

Last Modified:

06 Dec 2013 14:00

Publisher DOI:

10.1016/j.jedc.2008.06.003

Web of Science ID:

000262048800004

URI:

https://boris.unibe.ch/id/eprint/33172 (FactScience: 198555)

Actions (login required)

Edit item Edit item
Provide Feedback