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~isPartOf:"Journal of investment management : JOIM"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Menchero, Jose"
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Journal of investment management : JOIM
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Efficiently combining multiple sources of alpha
Menchero, Jose
;
Lee, Jyh-Huei
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011640362
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Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
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