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
Resource Information
The item Improved estimation of the covariance matrix of stock returns with an application to portfolio selection represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.This item is available to borrow from 1 library branch.
Resource Information
The item Improved estimation of the covariance matrix of stock returns with an application to portfolio selection represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Improved-estimation-of-the-covariance-matrix-of/E4waYdqAVfQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Improved-estimation-of-the-covariance-matrix-of/E4waYdqAVfQ/">Improved estimation of the covariance matrix of stock returns with an application to portfolio selection</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Improved-estimation-of-the-covariance-matrix-of/E4waYdqAVfQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Improved-estimation-of-the-covariance-matrix-of/E4waYdqAVfQ/">Improved estimation of the covariance matrix of stock returns with an application to portfolio selection</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
