Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Year of publication: |
2003
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Authors: | Ledoit, Olivier ; Wolf, Michael |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 5, p. 603-621
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Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
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