Portfolio optimization using a consistent vector-based mse estimation approach
This paper is concerned with optimizing the weights of the global minimum-variance
portfolio (GMVP) in high-dimensional settings where both observation and population …
portfolio (GMVP) in high-dimensional settings where both observation and population …
Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio
In this paper, new results in random matrix theory are derived, which allow us to construct a
shrinkage estimator of the global minimum variance (GMV) portfolio when the shrinkage …
shrinkage estimator of the global minimum variance (GMV) portfolio when the shrinkage …
Deep-ultraviolet optoelectronic devices enabled by the hybrid integration of next-generation semiconductors and emerging device platforms
N Alfaraj - 2019 - repository.kaust.edu.sa
In this dissertation, the design and fabrication of deep-ultraviolet photodetectors were
investigated based on gallium oxide and its alloys, through the heterogeneous integration …
investigated based on gallium oxide and its alloys, through the heterogeneous integration …