1. Portfolio Optimization Theory: Estimation of the Covariance Matrix for High-dimensional Data
Title | Portfolio Optimization Theory: Estimation of the Covariance Matrix for High-dimensional Data | ||||||||
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Translation | Teória optimalizácie portfólia: odhad kovariančnej matice pre vysokorozmerné dáta | ||||||||
Author info | Andrea Furková, Peter Knížat | ||||||||
Author | Furková Andrea EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI | ||||||||
Co-authors | Knížat Peter EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI | ||||||||
Source document | Contemporary Issues in Economy : 12th International Conference on Applied Economics : Poland 29-30 June 2023 : Abstract Book. P. 66. - Olsztyn : Instytut Badań Gospodarczych, 2023 ; Contemporary Issues in Economy International Conference on Applied Economics. ISBN 978-83-65605-61-0 | ||||||||
Note | Abstrakt. - VEGA 1/0193/20 | ||||||||
Document kind | schedule of articles from year books | ||||||||
Language | English | ||||||||
Country of Edition | Poland | ||||||||
Keywords | portfólio * optimalizácia * matice * dáta | ||||||||
Public work category | Abstrakty odborných prác zo zahraničných podujatí (konferencie...) | ||||||||
Database | PUBLIKAČNÁ ČINNOSŤ | ||||||||
No. of Archival Copy | E23 00717-001, kópia plného textu | ||||||||
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