A portfolio optimization approach with a large number of assets : applications to the US and Korean stock markets

Miyoung Lee, Jihun Kim, Sekyung Oh

Year of publication:	2018
Authors:	Lee, Miyoung ; Kim, Jihun ; Oh, Sekyung
Published in:	Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 47.2018, 5, p. 634-659
Subject:	Mean-variance portfolio optimization \| Singular covariance matrix \| Least squares \| Out-of-sample performance \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Südkorea \| South Korea \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| USA \| United States

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012009595

A service of the