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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

✍ Scribed by Olivier Ledoit; Michael Wolf

Book ID: 117628185
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 193 KB
Volume: 10
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(03)00007-0

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