Open AccessCovariance Averaging for Improved Estimation and Portfolio Allocation
Author(s) -
Dimitrios D. Thomakos,
Fotis Papailias
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2293396
Subject(s) - covariance , portfolio allocation , estimation , portfolio , estimation of covariance matrices , econometrics , mathematics , economics , computer science , statistics , financial economics , management
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