In this paper we construct a shrinkage estimator of the global minimum
v...
In this paper, new results in random matrix theory are derived which all...
Consider a random vector 𝐲=Σ^1/2𝐱, where
the p elements of the vector 𝐱 ...
In this paper, using the shrinkage-based approach for portfolio weights ...
A reflexive generalized inverse and the Moore-Penrose inverse are often
...
In this study, we construct two tests for the weights of the global mini...