Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Clarence C. Y. Kwan
| Year of publication: |
2008
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|---|---|
| Authors: | Kwan, Clarence C. Y. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 5.2008, 4, p. 236-244
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| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
| 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/10003786423