Publikation:
A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection
Datum
2025
journal_article
Daniele, M., Pohlmeier, W., & Zagidullina, A. (2025). A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae017
Zusätzliche Indizierung
| Institution | Eastern Switzerland University of Applied Sciences (OST) |
|---|---|
| Autor:in | Daniele, M. Pohlmeier, W. Zagidullina, Aygul |
| Erschienen in | Journal of Financial Econometrics |
| Band | 23 |
| Ausgabe | 1 |
| Artikelnummer | nbae017 |
| Datum der Veröffentlichung | 2025 |
| Peer-review | true |
| ISSN | 1479-8409 |
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