The Resource Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Resource Information
The item Improved estimation of the covariance matrix of stock returns with an application to portofolio 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 portofolio 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 portofolio selection
- Title
- Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
- Language
- eng
- Cataloging source
- IT-FiEUI
- http://library.link/vocab/creatorName
- Ledoit, Olivier
- Index
- no index present
- Literary form
- non fiction
- Nature of contents
- dictionaries
- http://library.link/vocab/relatedWorkOrContributorName
-
- Wolf, Michael
- Universitat Pompeu Fabra
- Series statement
- Economics working papers series
- Series volume
- 586
- Label
- Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Control code
- FIEb12977962
- Media category
- computer
- Media MARC source
- rdamedia.
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)1088497251
- Label
- Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Control code
- FIEb12977962
- Media category
- computer
- Media MARC source
- rdamedia.
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)1088497251
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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/NJdjLSUoAUA/" 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/NJdjLSUoAUA/">Improved estimation of the covariance matrix of stock returns with an application to portofolio 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/NJdjLSUoAUA/" 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/NJdjLSUoAUA/">Improved estimation of the covariance matrix of stock returns with an application to portofolio 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>
