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

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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:	05 Dec 2022 14:23
Publisher DOI:	10.1016/j.jedc.2008.06.003
Web of Science ID:	000262048800004
URI:	https://boris.unibe.ch/id/eprint/33172 (FactScience: 198555)