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~isPartOf:"Journal of investment management : JOIM"
~subject:"Multivariate Analyse"
~subject:"Portfolio selection"
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Multivariate Analyse
Portfolio selection
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covariance matrices
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Journal of investment management : JOIM
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Journal of econometrics
11
Journal of empirical finance
11
European journal of operational research : EJOR
8
Working paper series / University of Zurich, Department of Economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of forecasting
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SFB 649 discussion paper
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of financial engineering
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International journal of production research
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of risk and financial management : JRFM
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Advances in estimating covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 60-80
Persistent link: https://www.econbiz.de/10013041084
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Portfolio optimization with noisy covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10012254261
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