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The benefits of improved covariance estimation
Article (Web of Science)
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cited authors
Turtle, H. J.; Wang, Kainan
authors
Wang, Kainan
publication date
June 1, 2016
webpage
Web of Science
published in
JOURNAL OF EMPIRICAL FINANCE
Journal
Research
author keyword
Conditional covariances
Information instruments
Mean-variance analysis
Portfolio performance
category
ECONOMICS
Category
Additional Document Info
start page
233
end page
246
volume
37