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On portfolio optimization : forecasting covariances and choosing the risk model

By: Chan, Louis K.C.
Contributor(s): Karceski, Jason | Lakonishok, Josef.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 42.Call No.: HG4529.5 C426O Subject(s): PORTFOLIO MANAGEMENT -- UNITED STATES -- ECONOMETRIC MODELS | STOCKS -- PRICES -- UNITED STATES -- FORECASTING -- ECONOMETRIC MODE | RISK MANAGEMENT -- FORECASTING -- ECONOMETRIC MODELS | ECONOMICS -- RESEARCH
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