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 |
| 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/10011532772