ShrinkingVariance-Covariance Matrix Simpler Is Better
Husnain, Muhammad Hassan, Arshad Lamarque, Eric
ShrinkingVariance-Covariance Matrix Simpler Is Better - 1-21 p.
Variance-Covariance Matrix
Mean-Variance Criteria
Portfolio Management Model
ShrinkingVariance-Covariance Matrix Simpler Is Better - 1-21 p.
Variance-Covariance Matrix
Mean-Variance Criteria
Portfolio Management Model