Toggle navigation
Home
People
Departments
Research
About
Login
Search
Integrating Minds: An Ensemble Approach to Portfolio Optimization
Journal Articles
Overview
Research
View All
Overview
authors
Shi, Fangquan
Shu, Lianjie
Gu, Xinhua
Qiu, Jiaping
publication date
July 3, 2024
Research
keywords
covariance matrix estimation
ensemble approach
estimation error
portfolio choice