Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
| Year of publication: |
2012
|
|---|---|
| Authors: | Kourtis, Apostolos ; Dotsis, George ; Markellos, Raphael N. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 9, p. 2522-2532
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