On portfolio optimization : forecasting covariances and choosing the risk model
Louis K. C. Chan; Jason Karceski; Josef Lakonishok
| Year of publication: |
1999
|
|---|---|
| Authors: | Chan, Louis K. C. ; Karceski, Jason ; Lakonishok, Josef |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 5, p. 937-974
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory | USA | United States | Varianzanalyse | Analysis of variance | Korrelation | Correlation | 1973-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001434627