On portfolio optimization : forecasting covariances and choosing the risk model

On portfolio optimization : forecasting covariances and choosing the risk model

Opis bibliograficzny
1. autor: Chan, Louis K.C
Kolejni autorzy: Karceski, Jason, Lakonishok, Josef
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1999.
Seria:NBER working paper series no.7039
Hasła przedmiotowe:
Stocks > Prices > Forecasting > Statistical methods. > United States.
Portfolio management > Statisical methods. > United States.
Investment analysis > Statistical methods. > Unitd States.
Risk management > Statistical methods. > United States.