Approach portfolio selection for Vietnamese stock market based on nonlinear shrinkage method

An Mai, Nhat Nguyen, Q. Phu Nguyen, Tuan Tran. Approach portfolio selection for Vietnamese stock market based on nonlinear shrinkage method. In Nguyen Ba Hung, Le Sy Vinh, Nguyen Le Minh 0001, Ha Minh Hoang, Bui Thu Lam, Phan Xuan Hieu, Nguyen Trung Lap, Vo Dinh Hieu, Van Huu Quang Nhat, editors, 14th International Conference on Knowledge and Systems Engineering, KSE 2022, Nha Trang, Vietnam, October 19-21, 2022. pages 1-5, IEEE, 2022. [doi]

Abstract

Abstract is missing.