Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
Year: 2018
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.3194492
Authors: Gianluca De Nard, Olivier Ledoit, Michael Wolf
Institutions: University of Zurich, New York University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2903885429