कवर छवि

On portfolio optimization : forecasting covariances and choosing the risk model

ग्रंथसूची विवरण
मुख्य लेखक: Chan, Louis K.C
अन्य लेखक: Karceski, Jason, Lakonishok, Josef
स्वरूप: पुस्तक
भाषा:अंग्रेज़ी
प्रकाशित: Cambridge National Bureau of Economic Research 1999.
श्रृंखला:NBER working paper series no.7039
विषय:
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.