Sampling error and double shrinkage estimation of minimum variance portfolios

B. Candelon, C. Hurlin, S. Tokpavi

Research output: Working paperProfessional

430 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages33
DOIs
Publication statusPublished - 1 Jan 2011

Publication series

SeriesMETEOR Research Memorandum
Number002

Cite this