Search Results for author: Anik Burman

Found 2 papers, 0 papers with code

High-dimensional Portfolio Optimization using Joint Shrinkage

no code implementations24 Sep 2021 Anik Burman, Sayantan Banerjee

We consider the problem of optimizing a portfolio of financial assets, where the number of assets can be much larger than the number of observations.

Portfolio Optimization regression +1

Cannot find the paper you are looking for? You can Submit a new open access paper.