Omslagsbillede

On portfolio optimization : forecasting covariances and choosing the risk model

Bibliografiske detaljer
Hovedforfatter: Chan, Louis K.C
Andre forfattere: Karceski, Jason, Lakonishok, Josef
Format: Bog
Sprog:engelsk
Udgivet: Cambridge National Bureau of Economic Research 1999.
Serier:NBER working paper series no.7039
Fag:
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.