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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Nonlinear shrinkage and efficient sorting in a factor-based asset correlation model
Organization Unit
  • Contribution from another University/Organization than University of Zurich
Authors
  • Luis Oliva Fontecha
Supervisors
  • Urban Ulrych
  • Erich Walter Farkas
Language
  • English
Institution ETH Zurich
Faculty Department of Mathematics
Date 2022
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