Large portfolio allocation based on high-dimensional regression and Kendall's Tau. | EBSCOhost

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Title: Large portfolio allocation based on high-dimensional regression and Kendall's Tau.
Authors: Zhang, Zhifei; Yue, Mu; Huang, Lei; Wang, Qin; Yang, Baoying
Publication: Communications in Statistics: Simulation & Computation, 2025, Vol 54, Issue 1, p58
ISSN: 0361-0918
Publication type: Academic Journal
DOI: 10.1080/03610918.2023.2245176