Parameter uncertainty in portfolio selection : shrinking the inverse covariance matrix
Apostolos Kourtis; George Dotsis; Raphael N. Markellos
| Year of publication: |
2012
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|---|---|
| Authors: | Kourtis, Apostolos ; Dotsis, George ; Markellos, Raphaēl N. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 9, p. 2522-2531
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| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Korrelation | Correlation | Risiko | Risk |
| 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/10009656151