Covariance Averaging for Improved Estimation and Portfolio Allocation
Year of publication: |
2014
|
---|---|
Authors: | Thomakos, Dimitrios D. |
Other Persons: | Papailias, Fotis (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Korrelation | Correlation | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Series: | Quantf Research Working Paper Series ; No. WP11/2014 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2293396 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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