Covariance complexity and rates of return on assets

Journal of Banking and Finance

Volumn 31, Issue 11, 2007, Pages 3503-3523

  MacLean, Leonard C ^a   Foster, Michael E ^a   Ziemba, William T ^b  

^a DALHOUSIE UNIVERSITY   (Canada)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Covariance complexity; Empirical Bayes estimation; Rates of return; Wealth loss

Indexed keywords

EID: 35448939127     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.04.009     Document Type: Article

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