Improved estimates of correlation coefficients and their impact on optimum portfolios

European Financial Management

Volumn 12, Issue 3, 2006, Pages 303-318

  Elton, Edwin J ^a   Gruber, Martin J ^a   Spitzer, Jonathan ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Forecasting; Portfolio management correlation

Indexed keywords

EID: 34247868105     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2006.00322.x     Document Type: Article

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