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Risk-Based Portfolios with Large Dynamic Covariance Matrices - MaRDI portal

Risk-Based Portfolios with Large Dynamic Covariance Matrices

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Publication:149568

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DOI10.3390/IJFS6020052WikidataQ129796638 ScholiaQ129796638MaRDI QIDQ149568

Kei Nakagawa, Mitsuyoshi Imamura, Kenichi Yoshida

Publication date: 14 May 2018

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

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