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On portfolio optimization : forecasting covariances and choosing the risk model /

Main Author:
Chan, Louis Kuo Chi, 1955-
Other Authors:
Karceski, Jason., Lakonishok, Josef., and National Bureau of Economic Research.
Format:
Book
Language:
English
Subjects:
Portfolio management United States Econometric models
Stocks Prices United States Forecasting Econometric models
Risk management United States Forecasting Econometric models
View in NAL's Catalog:
CAT10872623