Mixed-frequency sparse regression and high-frequency covariance estimation for conditional portfolio optimization
Authors:
- 5 October 2026
- journal article
- research article
- Published by Springer Nature in Journal of the Korean Statistical Society
- p. 1-66
Abstract
No abstract availableKeywords
Funding Information
- the National Natural Science Foundation of China, General Program (12571312)
- the Central Government Fund for Guiding Local Scientific and Technological Development (2024ZYD0019)
- the Fundamental Research Funds for the Central Universities (2682024ZTPY024)
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