On portfolio optimization : forecasting covariances and choosing the risk model

On portfolio optimization : forecasting covariances and choosing the risk model

Bibliografische gegevens
Hoofdauteur: Chan, Louis K.C
Andere auteurs: Karceski, Jason, Lakonishok, Josef
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 1999.
Reeks:NBER working paper series no.7039
Onderwerpen:
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.