Putting the squeeze on the sample covariance matrix for...

Investment Analysts Journal 2016 / 01 Vol. 45; Iss. 1

Putting the squeeze on the sample covariance matrix for portfolio construction

Munro, Brian, Bradfield, David
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Volume:
45
Language:
english
Journal:
Investment Analysts Journal
DOI:
10.1080/10293523.2015.1125061
Date:
January, 2016
File:
PDF, 2.71 MB
english, 2016
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