Covariance averaging for improved estimation and portfolio allocation
Crossref DOI link: https://doi.org/10.1007/s11408-014-0242-0
Published Online: 2015-02-01
Published Print: 2015-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Papailias, Fotis
Thomakos, Dimitrios D.
Text and Data Mining valid from 2015-02-01
Article History
First Online: 1 February 2015