| Title | Other author(s) | |
|---|---|---|
Sparse and stable Markowitz portfoliosEuropean Central Bank Working papers [View] (Paper: 0936, 13.10.2008) |
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Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?European Central Bank Working papers [View] (Paper: 0700, 21.12.2006) |
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Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?Deutsche Bundesbank Discussion Papers [View] (Paper: 200632, 13.10.2006) |
