Covariance averaging for improved estimation and portfolio allocation
Fotis Papailias; Dimitrios D. Thomakos
| Year of publication: |
2015
|
|---|---|
| Authors: | Papailias, Fotis ; Thomakos, Dimitrios D. |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 29.2015, 1, p. 31-59
|
| Subject: | Averaging | Covariance estimation | Portfolio allocation | Rolling window | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010500749