Covariance Prediction in Large Portfolio Allocation : Supplementary Material

In this supplementary material we discuss the results corresponding to the case without short-selling constraints of the empirical application in the paper of Trucíos et al. (2019). These results are given in Tables 9-16

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Year of publication:	2019
Authors:	Trucíos, Carlos
Other Persons:	Zevallos, Mauricio (contributor) ; Hotta, Luiz Koodi (contributor) ; Santos, André (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Korrelation \| Correlation \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2019 erstellt
Other identifiers:	10.2139/ssrn.3394243 [DOI]
Classification:	C13 - Estimation ; C53 - Forecasting and Other Model Applications ; c58 ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012869690