Shrinking the covariance matrix

Journal of Portfolio Management

Volumn 33, Issue 4, 2007, Pages

  Disatnik, David J ^a   Benninga, Simon ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34548366459     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2007.690606     Document Type: Review

References (18)

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