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

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
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
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
Link
http://www.econ.upf.edu/en/research/papers.php
Instantiates
Publication
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
Link
http://www.econ.upf.edu/en/research/papers.php
Publication
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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