Portfolio Optimization Using a Block Structure for the Covariance Matrix
Year of publication: |
2011
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Authors: | Disatnik, David |
Other Persons: | Katz, Saggi (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Industrie | Manufacturing industries | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Baumwollmarkt | Cotton market |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business Finance and Accounting, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2011 erstellt Volltext nicht verfügbar |
Classification: | G11 - Portfolio Choice ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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