Risk-Based Portfolios with Large Dynamic Covariance Matrices

DOI10.3390/IJFS6020052MaRDI QIDQ149568WikidataFDO

Authors Kei Nakagawa, Mitsuyoshi Imamura, Kenichi Yoshida

Publication date 14 May 2018

Published in International Journal of Financial Studies (Search for Journal in Brave)

Cited in

(1)

• xdcclarge

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