When do Improved Covariance Matrix Estimators Enhance Portfolio Optimization? An Empirical Comparative Study of Nine Estimators
| Image |  |
|---|---|
| Description | scientific article (publication date: 21 April 2011) |
| Author/s |
author: Michele Tumminello Ester Pantaleo |
| Publication date | April 21, 2011 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |