Improved estimation of optimal portfolio with an application to the US stock market (Q2301211)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of optimal portfolio with an application to the US stock market |
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Improved estimation of optimal portfolio with an application to the US stock market (English)
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24 February 2020
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covariance matrix
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investment analysis
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Markowitz mean-variance model
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