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2 research outputs found
Large Scale Covariance Estimates for Portfolio Selection
Author
A De Miguel
C Stein
+18Â more
Francesco Lautizi
H White
J Mossin
J Y Campbell
K Sheppard
L De Miguel
M C M�nnix
P Balduzzi
R O Michaud
R Sullivan
R Weigand
Recent
Riskmetrics
S A Ross
T Della Corte
W F Sharpe
W F Sharpe
Y Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Large Scale Covariance Estimates for Portfolio Selection
Author
A Kourtis
A Lunde
+37Â more
C Stein
E Fama
Francesco Lautizi
G H Golub
H M Markowitz
H White
J Fan
J Lintner
J Mossin
J Y Campbell
K Sheppard
L R Haff
M C M�nnix
O Ledoit
O Ledoit
O Ledoit
O Ledoit
O Ledoit
O Ledoit
P Balduzzi
P Dellacorte
P R Hansen
R C Green
R Jagannathan
R Kan
R Litterman
R O Michaud
R Sullivan
R Weigand
Riskmetrics
S A Ross
V Demiguel
V Demiguel
W F Sharpe
W F Sharpe
W Hlawitschka
Y Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref