Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Keith, Lim Hao Shen"'
Autor:
Keith, Lim Hao Shen
In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. This inverse covariance matrix also prescribes the hedge trades in which a stock is hedged by all the other stocks in the p
Externí odkaz:
http://arxiv.org/abs/2407.08748