Portfolio Optimization with Noisy Covariance Matrices
Year of publication: |
2020
|
---|---|
Authors: | Menchero, Jose |
Other Persons: | Ji, Lei (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Korrelation | Correlation | Mathematische Optimierung | Mathematical programming | Lineare Algebra | Linear algebra |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal Of Investment Management (JOIM), Vol 17, No. 1, 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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