Πλοήγηση ανά Συγγραφέα "Μανταφούνη, Σοφία"
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Asset allocation with different covariance/correlation estimators
Μανταφούνη, Σοφία (2007-11-20)The subject of the study is to test whether the use of different covariance – correlation estimators than the historical covariance matrix that is widely used, would help in portfolio optimization through the mean-variance ...