On portfolio optimization : forecasting covariances and choosing the risk model
By: Chan, Louis K.C.
Contributor(s): Karceski, Jason | Lakonishok, Josef.
Material type: BookPublisher: 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 -- RESEARCHNo physical items for this record
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HG4529.5 A436P Portfolio theory and performance analysis / | HG4529.5 C344P Portable alpha theory and practice : | HG4529.5 C422D Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets | HG4529.5 C426O On portfolio optimization : forecasting covariances and choosing the risk model | HG4529.5 D364M Market efficiency in an irrational world | HG4529.5 D377A The art of asset allocation : | HG4529.5 E936N The new wealth management : |
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