Shrinking the variance-covariance matrix : simpler is better

Muhammad Husnain, Arshad Hassan and Eric Lamarque

Year of publication:	Januar-June 2016
Authors:	Husnain, Muhammad ; Hassan, Arshad ; Lamarque, Eric
Published in:	The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 21.2016, 1, p. 1-21
Subject:	Variance-covariance matrix \| mean-variance criteria \| portfolio management \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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