Extended Least Squares Making Evident Nonlinear Relationships between Variables: Portfolios of Financial Assets
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- X Liu & S Zheng & X Feng, 2020. "Estimation of error variance via ridge regression," Biometrika, Biometrika Trust, vol. 107(2), pages 481-488.
- Fabrizio Maturo & Pierpaolo Angelini, 2023. "Aggregate Bound Choices about Random and Nonrandom Goods Studied via a Nonlinear Analysis," Mathematics, MDPI, vol. 11(11), pages 1-30, May.
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Keywords
multiple variable; tensor; correlation coefficient; CAPM; mean-variance model; expected utility model;All these keywords.
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