The Resource Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Label
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Title
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Creator
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Ledoit, Olivier
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Wolf, Michael
  • Universidad Carlos III de Madrid
Series statement
Working papers
Series volume
00-77
Label
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12604641
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)535468003
Label
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12604641
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)535468003

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