1. Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation
:BOGÁR, Michal - KNÍŽAT, Peter - FURKOVÁ, Andrea. Enhancing Portfolio Optimization Stability: The Impact of Stein-Type Shrinkage Estimators on Covariance Matrix Estimation. In AIESA - Building of Society Based on Knowledge. International Scientific Conference. "AIESA - BUILDING OF SOCIETY BASED ON KNOWLEDGE" : Proceedings of Abstracts : 21st International Scientific Conference. - Bratislava : Vydavateľstvo EKONÓM, 2024. ISBN 978-80-225-5185-4, p. 11.
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