Covariance estimation: do new methods outperform old ones?
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Lan ; Lin, Hao |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 34.2010, 2, p. 187-195
|
| Publisher: |
Springer |
| Subject: | Covariance Estimation | Model Evaluation | Portfolio Management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515327