Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
Adaptive Asset Allocation (AAA) offers a dynamic, rules-based portfolio strategy designed to deliver steady returns while minimizing downside risk. AAA stands out for ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback