Estimating high dimensional covariance matrices and its applications
Jushan Bai and Shuzhong Shi
| Year of publication: |
2011
|
|---|---|
| Authors: | Bai, Jushan ; Shi, Shuzhong |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 12.2011, 2, p. 199-215
|
| Subject: | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Dekompositionsverfahren | Decomposition method | Lineare Algebra | Linear algebra | Momentenmethode | Method of moments | CAPM | Theorie | Theory |
| 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://www.econbiz.de/10009425025