Honey, I shrunk the sample covariance matrix

Journal of Portfolio Management

Volumn 30, Issue 4, 2004, Pages

  Ledoit, Olivier ^a   Wolf, Michael ^b  

^a Equities Div Credit SF Boston   (United Kingdom)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4344637588     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2004.110     Document Type: Review

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