Sampling error and double shrinkage estimation of minimum variance portfolios
| Year of publication: |
2012
|
|---|---|
| Authors: | Candelon, B. ; Hurlin, C. ; Tokpavi, S. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 4, p. 511-528
|