Xi Peng

affiliation not provided to SSRN

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Scholarly Papers (1)

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1.

Shrinkage Estimation of Cokurtosis Matrix for Portfolio Selection: An Empirical Study

Downloads 77 (687,909)

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Shrinkage Estimation of Cokurtosis Matrix for Portfolio Selection: An Empirical Study

Number of pages: 12 Posted: 27 Sep 2024

Jianye Wang, Wanbo Lu and Xi Peng

Chongqing Technology and Business University, School of Statistics and affiliation not provided to SSRN

Downloads 57 (824,722)

Abstract:

Shrinkage Estimation of Cokurtosis Matrix for Portfolio Selection: An Empirical Study

Number of pages: 27 Posted: 11 Nov 2024

Jianye Wang, Wanbo Lu and Xi Peng

Chongqing Technology and Business University, School of Statistics and affiliation not provided to SSRN

Downloads 20 (1,213,540)

Abstract:

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