On portfolio optimization : forecasting covariances and choosing the risk model

On portfolio optimization : forecasting covariances and choosing the risk model

Dades bibliogràfiques
Autor principal: Chan, Louis K.C
Altres autors: Karceski, Jason, Lakonishok, Josef
Format: Llibre
Idioma:English
Publicat: Cambridge National Bureau of Economic Research 1999.
Col·lecció:NBER working paper series no.7039
Matèries:
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.