Open AccessOn the Inverse of the Covariance Matrix in Portfolio Analysis
Author(s) -
Guy V. G. Stevens
Publication year - 1997
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1997.587
Subject(s) - portfolio , econometrics , inverse , covariance matrix , asset (computer security) , mathematics , covariance , set (abstract data type) , economics , matrix (chemical analysis) , residual , characterization (materials science) , regression , financial economics , computer science , statistics , algorithm , materials science , geometry , computer security , composite material , programming language , nanotechnology