Improving Portfolio Allocation Through Covariance Matrix...

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Improving Portfolio Allocation Through Covariance Matrix Filtering

Golden, Daron, Flint, Emlyn James
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2898074
File:
PDF, 1.30 MB
english, 2014
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