Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach

Mathematics

• Estimation Approach 100%
• Variance 100%
• Covariance Matrix 66%
• Regularization 66%
• Squared Error 66%
• Sample Covariance Matrix 66%
• Covariance Matrix Estimation 33%
• Means Estimation 33%
• Number 33%
• Random Matrix Theory 33%
• Consistent Estimator 33%
• Data Sample 33%

Keyphrases

• Data Covariance Matrix 33%