Torsten Mörstedt

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Top Venues

Eur. J. Oper. Res.

Publications

Torsten Mörstedt, Bernhard Lutz, Dirk Neumann
Cross validation based transfer learning for cross-sectional non-linear shrinkage: A data-driven approach in portfolio optimization. Eur. J. Oper. Res. 318 (2) (2024)