The benefits of improved covariance estimation Article (Web of Science)

cited authors

  • Turtle, H. J.; Wang, Kainan

authors

publication date

  • June 1, 2016

webpage

published in

author keyword

  • Conditional covariances
  • Information instruments
  • Mean-variance analysis
  • Portfolio performance

category

start page

  • 233

end page

  • 246

volume

  • 37