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On portfolio optimization : forecasting covariances and choosing the risk model

Détails bibliographiques
Auteur principal: Chan, Louis K.C
Autres auteurs: Karceski, Jason, Lakonishok, Josef
Format: Livre
Langue:anglais
Publié: Cambridge National Bureau of Economic Research 1999.
Collection:NBER working paper series no.7039
Sujets:
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.