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Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Kwan, Clarence C. Y. - In: Finance research letters 5 (2008) 4, pp. 236-244
Persistent link: https://www.econbiz.de/10003786423
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Some further analytical properties of the constant correlation model for portfolio selection
Kwan, Clarence C. Y. - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1071-1092
Persistent link: https://www.econbiz.de/10003395980
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Long-short portfolio modeling : critique and extension
Kwan, Clarence C. Y. - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001946251
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On the nature of mean-variance spanning
Cheung, C. Sherman; Kwan, Clarence C. Y.; Mountain, Dean C. - In: Finance research letters 6 (2009) 2, pp. 106-113
Persistent link: https://www.econbiz.de/10003878935