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~isPartOf:"Journal of empirical finance"
~person:"Ledoit, Olivier"
~person:"Račev, Svetlozar T."
~person:"Vries, Casper G. de"
~subject:"Korrelation"
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Korrelation
Portfolio selection
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Ledoit, Olivier
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Vries, Casper G. de
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Journal of empirical finance
Working paper series / University of Zurich, Department of Economics
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Journal of financial econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 603-621
Persistent link: https://www.econbiz.de/10001806971
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