On portfolio optimization : forecasting covariances and choosing the risk model - Chan, Louis K.C.; Karceski, Jason; Lakonishok, Josef (Cambridge National Bureau of Economic Research, 1999)
Keywords: 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