"Nonlinear Shrinkage Estimation of Higher-Order Moments for Portfolio ..."

Wanbo Lu, Zhenzhong Tian (2025)

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DOI: 10.3390/E27101083

access: open

type: Journal Article

metadata version: 2025-11-06

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Wanbo Lu, Zhenzhong Tian:
Nonlinear Shrinkage Estimation of Higher-Order Moments for Portfolio Optimization Under Uncertainty in Complex Financial Systems. Entropy 27(10): 1083 (2025)

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