The Impact of Covariance Misspecification in Risk-Based Portfolios
Ardia, David, Bolliger, Guido, Boudt, Kris, Gagnon, Jean-PhilippeYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2650644
File:
PDF, 287 KB
english, 2015