Sampling error and double shrinkage estimation of minimum variance portfolios

B. Candelon, C. Hurlin, S. Tokpavi

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages33
Publication statusPublished - 1 Jan 2011

Publication series

SeriesMETEOR Research Memorandum
Number002

Cite this

Candelon, B., Hurlin, C., & Tokpavi, S. (2011). Sampling error and double shrinkage estimation of minimum variance portfolios. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 002