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Record W4281687903 · doi:10.3390/jrfm15060249

The Performance of Shrinkage Estimator for Stock Portfolio Selection in Case of High Dimensionality

2022· article· en· W4281687903 on OpenAlexvenueno aff
Nhat Minh Nguyen, Nguyễn Đức Trung, Eleftherios Thalassinos, Hoang Anh Le

Bibliographic record

VenueJournal of risk and financial management · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsPortfolioPortfolio optimizationCovariance matrixEconometricsEstimatorModern portfolio theoryShrinkage estimatorCurse of dimensionalitySharpe ratioShrinkagePost-modern portfolio theoryVolatility (finance)EconomicsComputer scienceMathematicsMathematical optimizationReplicating portfolioFinancial economicsStatisticsBias of an estimatorMinimum-variance unbiased estimator

Abstract

fetched live from OpenAlex

Harry Markowitz introduced the Modern Portfolio Theory (MPT) for the first time in 1952 which has been applied widely for optimal portfolio selection until now. However, the theory still has some limitations that come from the instability of covariance matrix input. This leads the selected portfolio from MPT model to change the status continuously and to suffer the high cost of transaction. The traditional estimator of the covariance matrix has not solved this limitation yet, especially when the dimensionality of the portfolio soars. Therefore, in this paper, we conduct a practical discussion on the feasible application of the shrinkage estimator of the covariance matrix, which is expected to encourage the investors focusing on the shrinkage–based framework for their portfolio selection. The empirical study on the Vietnam stock market in the period of 2011–2021 shows that the shrinkage approach has much better performance than other traditional methods on the primary portfolio evaluation criteria such as return, level of risk, Sharpe ratio, maximum loss, and Alpla coefficient, especially the superiority is even more evident when the dimension of covariance matrix increases. The shrinkage approach tends to create more stable and secure portfolios than other estimators, as demonstrated by the average volatility and maximum loss criteria with the lowest values. Meanwhile, the factor model approach is able to generate portfolios with higher average returns and lower portfolio turnover; and the traditional approach gives good results in the case of low—dimensionality. Besides, the shrinkage method also shows effectiveness when beating the tough market benchmarks such as VN-Index and 1/N portfolio strategy on almost performance metrics in all scenarios.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.033
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.045

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.033
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.012
GPT teacher head0.210
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2022
Admission routes1
Has abstractyes

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