On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
| Year of publication: |
1999
|
|---|---|
| Authors: | Chan, Louis K.C. ; Karceski, Jason ; Lakonishok, Josef |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 12.1999, 5, p. 937-974
|