EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"multi-asset-class risk models"
Narrow search

Narrow search

Year of publication
Subject
All
Analysis of variance 1 Correlation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Korrelation 1 Linear algebra 1 Lineare Algebra 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Sampling 1 Schätztheorie 1 Stichprobenerhebung 1 Varianzanalyse 1 covariance matrices 1 integrated factor models 1 multi-asset-class risk models 1 principle component analysis 1 sampling error 1 shrinkage 1
more ... less ...
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Ji, Lei 1 Menchero, Jose 1
Published in...
All
Journal of investment management : JOIM 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
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
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...