On the Choice of Covariance Specifications for Portfolio Selection Problems
- Authors
- Alba V Olivares-Nadal
- Alexandre Rezende Ferreira
- Andre A. P. Santos
- Annastiina Silvennoinen
- Carol References Alexander
- Chris Kirby
- Christian M Hafner
- D N Politis
- Daniel L Thornton
- Dean P Foster
- Della Corte
- Demiguel
- Demiguel
- Demiguel
- Eugene F Fama
- Harry Markowitz
- Jeff Fleming
- Jeff Fleming
- Kenneth R French
- Lorenzo Cappiello
- Luc Bauwens
- Mark M Carhart
- Michiel Pooter
- Oliver Ledoit
- Olivier Ledoit
- Olivier Ledoit
- Olivier Ledoit
- Paolo Zaffaroni
- Petter N Kolm
- Ralf Becker
- Ravi Jagannathan
- Robert C Merton
- Robert Engle
- Robert Engle
- Robert Engle
- Robert Engle
- Robert Engle
- Robert F Engle
- Tim Bollerslev
- Tim Bollerslev
- Valeriy Zakamulin
- Yufeng Han
- Publication date
- 1 January 2017
- Publisher
- 'Elsevier BV'
- Doi