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Nonlinear Shrinkage Estimation of Higher-Order Moments for Portfolio Optimization Under Uncertainty in Complex Financial Systems.

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Bibliographic Details
Title: Nonlinear Shrinkage Estimation of Higher-Order Moments for Portfolio Optimization Under Uncertainty in Complex Financial Systems.
Authors: Lu, Wanbo1 (AUTHOR), Tian, Zhenzhong2 (AUTHOR) 121020209003@smail.swufe.edu.cn
Source: Entropy. Oct2025, Vol. 27 Issue 10, p1083. 23p.
Database: Academic Search Ultimate
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ISSN:10994300
DOI:10.3390/e27101083