Torsten Mörstedt

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

University of Freiburg - Information Systems Research

Kollegiengebäude II

Platz der Alten Synagoge

Freiburg, 79098

Germany

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Cross Validation Based Transfer Learning for Financial Covariance Estimation: A Data-Driven Approach

Number of pages: 83 Posted: 05 Feb 2022

Torsten Mörstedt, Bernhard Lutz and Dirk Neumann

Deka Investment GmbH, University of Freiburg and University of Freiburg

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