Results 141 to 150 of about 108,134 (338)
Cogent Economics & FinanceWe investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics ...
Muhammad Husnain +3 more
doaj +1 more source
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix
, 2014 In this work we construct an optimal shrinkage estimator for the precision matrix in high dimensions. We consider the general asymptotics when the number of variables $p\rightarrow\infty$ and the sample size $n\rightarrow\infty$ so that $p/n\rightarrow c\
Bodnar, Taras +2 more
core
Agribusiness, EarlyView.ABSTRACT Africa's cultural and colonial heritage has profoundly segmented rice markets. Whereas in ancient centers of rice domestication, consumers maintained preferences for local rice consistent with their cultural heritage, preferences have shifted toward imported Asian rice in coastal areas around seaports, due to prior exposure to colonial import ...
Kofi Britwum, Matty Demont
wiley +1 more source
A Unified Framework for Fast Large-Scale Portfolio Optimization
Data Science in ScienceWe introduce a unified framework for rapid, large-scale portfolio optimization that incorporates both shrinkage and regularization techniques. This framework addresses multiple objectives, including minimum variance, mean-variance, and the maximum Sharpe
Weichuan Deng +3 more
doaj +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model [PDF]
A new multivariate random walk model with slowly changing parameters is introduced and investigated in detail. Nonparametric estimation of local covariance matrix is proposed.
Feng, Yuanhua, Yu, Keming
core +1 more source
Agribusiness, EarlyView.ABSTRACT Social tensions and resource depletion pose significant challenges to the agri‐food sector, highlighting the need for coordinated strategies to ensure sustainability in supply chains. Despite its critical importance, the relationship between coordination mechanisms and sustainability performance remains underexplored.
Carlos Moreno‐Miranda, Liesbeth Dries
wiley +1 more source
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA [PDF]
, 2015 Florentina Bunea, Luo Xiao
openalex +1 more source
Price Transmission During Promotions: A Case Study of Spanish Milk Brands
Agribusiness, EarlyView.ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui +2 more
wiley +1 more source