Sampling error and double shrinkage estimation of minimum variance portfolios

B. Candelon, C. Hurlin, S. Tokpavi

Research output: Working paper / Preprint › Working paper

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	33
DOIs	https://doi.org/10.26481/umamet.2011002
Publication status	Published - 1 Jan 2011

Series	METEOR Research Memorandum
Number	002

Access to Document

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